CME STP FIX - TradeCaptureReportRequestAck - BrokerTec FI

CME STP FIX - TradeCaptureReportRequestAck - BrokerTec FI

The Trade Capture Report Request Acknowledgment (tag 35-MsgTyp=AQ) message is utilized by CME STP FIX system to communicate status of subscription request (acknowledgment or rejection) back to FIX Client system.

  • To Acknowledge a successful Trade Capture Report Request (tag 35-MsgTyp=AD) Subscription (tag 263-SubscriptionRequestType=1 (Snapshot plus updates)) request.

  • To Acknowledge a successful Trade Capture Report Request (tag 35-MsgTyp=AD) Snapshot (tag 263-SubscriptionRequestType=0 (Snapshot)) request.

    • Initial Acknowledge messaging indicating request accepted (tag 750-TradeRequestStatus=0).

    • List of Trade Capture Reports (tag 35-MsgTyp=AE) and optionally Collateral Reports (tag 35-MsgType=BA).

    • Acknowledge message to indicate Snapshot completion (tag 750-TradeRequestStatus=1).

  • To indicate errors in the request with error code in tag 749-TradeRequestResult and error text in tag 58-Text.

FIX Tag

Field Name

Data Type

Description

Supported Values

568

TradeRequestID

String

Trade Capture Report Request ID

 

569

TradeRequestType

int

Type of Trade Capture Report

1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)

263

SubscriptionRequestType

char

Subscription Request Type

  • 0 - Snapshot

  • 1 - Snapshot + Updates (Subscribe)

749

TradeRequestResult

int

Result of Trade Request

  • 0 - Successful (default)

  • 1 - Invalid or unknown instrument

  • 2 - Invalid type of trade requested

  • 3 - Invalid parties

  • 9 - Not authorized

  • 99 - Other

750

TradeRequestStatus

int

Status of Trade Request

  • 0 - Accepted

  • 1 - Completed

  • 2 - Rejected

58

Text

String

Free format text string(Note: this field does not have a specified maximum length)

 




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