CME STP FIX - TradeCaptureReportRequestAck - Futures and Options

CME STP FIX - TradeCaptureReportRequestAck - Futures and Options

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

Tag

Name

Req

Format

Description

Enumerations

Standard Message Header

Y

 

Tag 35-MsgType = AQ

 

568

TradeRequestID

Y

String

Unique ID from client.

 

569

TradeRequestType

Y

Int

Type of Trade Capture Report requested. 

  • '1' (Initial request)

263

SubscriptionRequestType

N

Char

Subscription request type.

  • '0' (Snapshot)

  • '1' (Subscription)

749

TradeRequestResult

Y

Int

Result of trade subscription.

  • '0' (Successful)

  • '1' (Invalid or unknown instrument)

  • '2' (Invalid type of trade requested)

  • '3' (Invalid parties)

  • '9' (Unauthorized for Trade Capture Report Request)

  • '99' (Other)

750

TradeRequestStatus

Y

Int

Status of trade subscription.

  • '0' (Accepted)

  • '1' (Completed)

  • '2' (Rejected)

58

Text

N

String

Free format text string for error messaging.

 

Standard Message Trailer

 

Y

 

 

 

 

 




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