FIX Messaging - MC - Trade Capture Report Ack (Type AR)

A Trade Capture Report Ack (Type AR) provides an Approved Market Operator (AMO) with a success or failure response to the Trade Capture Report (Type AE) received for either reporting a new trade or cancelling an existing trade.

Field

Field Name

Req

Data Type

Description

Valid Values


Standard Header

M

Header

MsgType = AR


<ApplicationSequenceControl>

487

TradeReportTrans Type

M

Int

Indicates the Trade Capture Report (Type AE) received by the AMO is to submit a new trade or to cancel an existing trade i.e. as per the TradeReportTransType (487) value on the Trade Capture Report (Type AE) received.

  • 0 = New
  • 1 = Cancel
856TradeReportTypeOInt

Where present, indicates the TradeCaptureReport (Type AE) received is a result of ASX Settlement Operations resubmitting a previously submitted trade.

This would occur where the TradeCaptureReport (Type AE) initially submitted by the AMO is rejected and ASX Settlement Operations resubmits the trade on behalf of the AMO. An example could be where a rejection is due to a reference data issue within the CSP and the trades are resubmitted once the reference date issue is remediated.

This will also be present to indicate the TradeReportType (856) provided on the TradeCaptureReport (Type AE) rejected due to an invalid value provided or where the AMO incorrectly provided the tag.

  • 5=No/Was (i.e. Used to report a full replacement of a previously submitted trade)

1125

OrigTradeDate

C

LocalMktDt

Indicates the original trade date of the trade being submitted or cancelled.

This value will be present with the OrigTradeDate (1125) value where it was provided on the Trade Capture Report (Type AE) received.


1126 

OrigTradeID

C

String

Indicates the identifier of a trade referenced or cancelled.

This value will be present with the OrigTradeID (1126) value where it was provided on the Trade Capture Report (Type AE) received.


1003TradeIDMString

Indicates the unique identifier of the trade or of the trade cancellation. Will be present with the TradeID (1003) value provided on the Trade Capture Report (Type AE) received noting that:

  • The value will be unique for the business day; and
  • The 1st character will indicate the AMO in which submitted the Trade Capture Report (Type AE) received:
    • ASX Trade = 1 or 2;
    • CHI-X = C; or
    • NSX= N.
  • 10 character alphanumeric value
939TrdRptStatusMint

Indicates the Trade Capture Report (Type AE) received was accepted or rejected by the CSP.

  • 0 = Accepted
  • 1 = Rejected
1015AsOfIndicatorMChar

Indicates the trade was reported prior to the current business date. Will be present with the AsOfIndicator (1015) value provided on the Trade Capture Report (Type AE) received.

  • 0 = False (ie. trade is not an AsOf Trade)
  • 1 = True (ie. trade is an AsOf Trade)
75TradeDateMLocalMktDate

Indicates the date the trade or trade cancellation is submitted to the CSP. Will be present with the TradeDate (75) value provided on the Trade Capture Report (Type AE) received.


<TrdRegTimestamps>
63SettlTypeOString

Indicates the order settlement period.

This value will be present with the SettlType(1003) value, where it was provided, on the Trade Capture Report (Type AE) received.

  • 6 = Future
  • 0 = Regular
64SettlDateOLocalMktDate

Indicates the Settlement Date of the Trade.

For a trade submitted to the CSP, the settlement date will be derived as follows:

  • Where the SettlDate (64) value is provided on the Trade Capture Report (Type AE) received this settlement date will be the greater of the SettlDate (64) value provided or the First Settlement Date of the Security; or
  • Where a value is not provided then CSP will derive a Settlement Date as the greater of 2 business day from the current business date (1 business day from the current business date where the tag AsOfIndicator (1015) is provided with the value 1 (True)) or the First Settlement Date of the Security.

For a trade cancellation submitted to the CSP, the value present will be the SettlDate (64) value, where it is provided, on the Trade Capture Report (Type AE).


60TransactTimeMUTCTimestamp

Indicates the Trade or Trade Cancellation agreement date and time. Will be present with the TransactTime (60) value provided on the Trade Capture Report (Type AE) received.

The value will always be formatted YYYYMMDD-HH:MM:SS.sss (milliseconds) i.e. even where the value is provided without the milliseconds component


<Instrument>
55SymbolMString

Indicates the security on the trade or the trade that is cancelled. Will be present with the Symbol (55) (i.e. Security Code) value provided on the Trade Capture Report (Type AE) received.

This value will be the proprietary security code (ticker symbol) that is maintained by ASX.



48SecurityIDCString

Indicates the security on the trade or the trade that is cancelled. Will be present with the SecurityID (48) value where it is provided on the Trade Capture Report (Type AE) received.


22SecurityIDSourceCString

Indicates the security on the trade or the trade that is cancelled. Will be present with the SecurityID (48) value where it is provided on the Trade Capture Report (Type AE) received.

  • 4 = ISIN
  • 8 = Exchange ID
  • Mandatory when populating SecurityID (48)
231ContractMultiplierOFloat

Indicates the ratio or multiply factor to convert from "nominal" units. Will be present with the ContractMultiplier (231) value where it is provided on the Trade Capture Report (Type AE) received.


461CFICodeMString

Indicates the security on the trade or the trade that is cancelled. Will be present with the CFICode (461) value provided on the Trade Capture Report (Type AE) received.

This security identifier uses the ISO 10962 standard, Classification of Financial Instruments (CFI code) values.


Please see Appendix B.
<TradeData>
381GrossTradeAmountOAmt

Indicates the total amount traded.

For an accepted Trade Capture Report (Type AE):

  • Where GrossTradeAmount (381) is provided on the Trade Capture Report (Type AE) received, the provided value will be present; or
  • Where GrossTradeAmount (381) is not provided on the Trade Capture Report (Type AE) received, the provided value will be derived as LastPx(31) multiplied by LastQty(32) from the Trade Capture Report (Type AE) (where the calculation results in a value with a precision greater than 2 decimal places, the value provided will be truncated to 2 decimal places).

For a rejected Trade Capture Report (Type AE):

  • Indicates the GrossTradeAmount (381) where provided on the Trade Capture Report (Type AE) received; or
  • “0” (zero) will be present where GrossTradeAmount (381) is not provided on the Trade Capture Report (Type AE) received.

31LastPxMPrice

Indicates the price of the security bought or sold on the trade being captured or on the trade cancelled. Will be present with the LastPx (31) value provided on the Trade Capture Report (Type AE) received.

Please see Appendix E.
32LastQtyMQty

Indicates the quantity of the security bought or sold on the trade being captured or on the trade cancelled. Will be present with the LastQty (32) value provided on the Trade Capture Report (Type AE) received.

Please see Appendix E.
15CurrencyMCurrency

Indicates the currency of LastPx (31) and GrossTradeAmount (381). Will be present with the Currency (15) value provided on the Trade Capture Report (Type AE) received.

  • AUD
1300MarketSegmentIDOString

Indicates the MIC code of the market trading platform. Will be present with the MarketSegmentID (1300) value, where provided, on the Trade Capture Report (Type AE) received.

Please see Appendix A.

1301MarketIDMExchange

Indicates the MIC code of the market operator. Will be present with MarketID (1301) value provided on the Trade Capture Report (Type AE) received.

Please see Appendix A.
20003TrdConditionCodeOString

Indicates the condition(s) under which the trade was effected. Will be present with TrdConditionCode (20003) value, where provided, on the Trade Capture Report (Type AE) received.

Please see Appendix C.

20007CorporateActionOString

Indicates the basis of quotation if effected outside the default basis of quotation (i.e. where there is special market). Will be present with the CorporateAction (20007) value, where provided, on the Trade Capture Report (Type AE) received.

Please see Appendix D.
751TradeReportReject ReasonMint

Indicates the trade rejection reason.

Where the Trade Capture Report (Type AE) received is:

  • Accepted, then the value 0 (Successful) will be present; or
  • Rejected, the then value 99 (Other) will be present.
  • 0 = Successful (default)
  • 99 = Other
1328RejectTextOString

Indicates the reason the Trade Capture Report (Type AE) received was rejected.

This value will be present where Trade Report Reject Reason (751) is populated with the value 99.


58TextOString

Free text comment.

This value will be present with the value of Text(58) where it is provided on the Trade Capture Report (Type AE) received.


552NoSidesMNumInGroup

Indicates the number of sides on the trade or the trade cancelled. The value of NoSides (552), the number of instances of repeating group 552 “NoSides”, and the values within each repeating group will be present as provided in the Trade Capture Report (Type AE) received.

There should be one instance of repeating group 552 “NoSides” to report the buy side details of the trade and another instance to report the sell side details of the trade.

  • 2
Start of Repeating Group 552, No Sides
54SideMChar

Indicates the side of the trade, buy or sell, reported within the repeating group as per the Side (54) values provided in the Trade Capture Report (Type AE) received.

  • 1 = Buy
  • 2 = Sell
453NoPartyIDsMNumInGroup

Indicates the number of parties involved in the side of the trade.

The value of NoPartyIDs (453), the number of instances of repeating group 453 “NoPartyIDs”, and the values within each repeating group will be present as provided in the Trade Capture Report (Type AE) received.

  • 1, 2 or 3 to match the number of instances of repeating group 453 “NoPartyIDs” for the side of the trade.
Start of Repeating Group 453, NoPartyIDs
448PartyIDMString

Indicates the party reported in the repeating group as per the PartyID (448) values provided in the Trade Capture Report (Type AE) received.

  • Trading Participants are identified by PartyIDSource (447) with value C and PartyRole (452) with value 1. The value provided will be the 4 digit Trading ID;
  • Clearing Participants are identified by PartyIDSource (447) with value D and PartyRole (452) with value 4. The value provided will be the 5 digit Clearing Participant ID and
  • Trading (Secondary) Accounts are identified by PartyIDSource (447) with value D and PartyRole (452) with value 45. The value provided will be in the format text {1,10}.

447PartyIDSourceMString

Indicates the type of party identifier within tag PartyID (448) in the repeating group as per the PartyIDSource (447) values provided in the Trade Capture Report (Type AE) received.

  • C - (will be used where tag PartyRole (452) is present with the value 1- Executing Firm )
  • D - (will be used where tag PartyRole (452) is present with the value 4 - Clearing Firm or 45 - Secondary Account Number)
452PartyRoleMInt

Indicates the type of party reported in the repeating group as per the PartyRole (452) values provided in the Trade Capture Report (Type AE) received.

  • 1 - Executing Firm (i.e. Trading participant)
  • 4 - Clearing Firm (i.e. Clearing participant)
  • 45 - Secondary Account Number (i.e. Trading account from trading participant)
End of Repeating Group 453, NoPartyIDs
End of Repeating Group 452, NoSides
End

Standard TrailerMTrailer Trailer 

 Req:

  • M = Mandatory field. This field is required for this message type.
  • O = Optional field. Optional fields not specified in this ASX FIX Specification will be ignored if sent. However, optional fields specified in this ASX FIX Specification will be validated.
  • C = Conditional field. This field is dependent upon field / format.



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