fix协议介绍20-TradeCaptureReportAck

FIX.5.0SP2 Message

TradeCaptureReportAck [type 'AR']

<TrdCaptRptAck>

The Trade Capture Report Ack message can be:

• Used to acknowledge trade capture reports received from a counterparty

• Used to reject a trade capture report received from a counterparty

Added  FIX.4.4

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = AR

	571	TradeReportID	@RptID		Unique identifier for the Trade Capture Report
	1003	TradeID	@TrdID
	1040	SecondaryTradeID	@TrdID2
	1041	FirmTradeID	@FirmTrdID
	1042	SecondaryFirmTradeID	@FirmTrdID2
	487	TradeReportTransType	@TransTyp		Identifies Trade Report message transaction type.
	856	TradeReportType	@RptTyp		Indicates action to take on trade
	828	TrdType	@TrdTyp
	829	TrdSubType	@TrdSubTyp
	855	SecondaryTrdType	@TrdTyp2
	1123	TradeHandlingInstr	@TrdHandlInst
	1124	OrigTradeHandlingInstr	@OrigTrdHandlInst
	1125	OrigTradeDate	@OrigTrdDt		Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
	1126	OrigTradeID	@OrigTrdID		Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
	1127	OrigSecondaryTradeID	@OrignTrdID2		Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
	830	TransferReason	@TrnsfrRsn

Component

RootParties

Pty

Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report:

	150	ExecType	@ExecTyp		Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
	572	TradeReportRefID	@RptRefID		The TradeReportID that is being referenced for some action, such as correction or cancellation
	881	SecondaryTradeReportRefID	@RptRefID2		The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation	FIX.5.0
	939	TrdRptStatus	@TrdRptStat		Status of Trade Report
	751	TradeReportRejectReason	@RejRsn		Reason for Rejection of Trade Report
	818	SecondaryTradeReportID	@RptID2			FIX.5.0
	263	SubscriptionRequestType	@SubReqTyp		Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
	820	TradeLinkID	@LinkID		Used to associate a group of trades together. Useful for average price calculations.
	880	TrdMatchID	@MtchID
	17	ExecID	@ExecID		Exchanged assigned Execution ID (Trade Identifier)
	527	SecondaryExecID	@ExecID2
	378	ExecRestatementReason	@ExecRstmtRsn
	570	PreviouslyReported	@PrevlyRpted
	423	PriceType	@PxTyp
	822	UnderlyingTradingSessionID	@UndSesID
	823	UnderlyingTradingSessionSubID	@UndSesSub
	716	SettlSessID	@SetSesID
	717	SettlSessSubID	@SetSesSub
	854	QtyType	@QtyTyp
	32	LastQty	@LastQty
	31	LastPx	@LastPx
	1430	VenueType	@VenuTyp
	1300	MarketSegmentID	@MktSegID
	1301	MarketID	@MktID

Component

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

	669	LastParPx	@LastParPx
	1056	CalculatedCcyLastQty	@CalcCcyLastQty
	1071	LastSwapPoints	@LastSwapPnts
	15	Currency	@Ccy		Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
	120	SettlCurrency	@SettlCcy		Contra currency of the deal. Used to qualify CalculatedCcyLastQty
	194	LastSpotRate	@LastSpotRt
	195	LastForwardPoints	@LastFwdPnts
	30	LastMkt	@LastMkt
	75	TradeDate	@TrdDt
	715	ClearingBusinessDate	@BizDt
	6	AvgPx	@AvgPx
	819	AvgPxIndicator	@AvgPxInd
	442	MultiLegReportingType	@MLegRptTyp
	824	TradeLegRefID	@TrdLegRefID
	60	TransactTime	@TxnTm		Time ACK was issued by matching system, trading system or counterparty
	63	SettlType	@SettlTyp

Component

UndInstrmtGrp

Undly

	573	MatchStatus	@MtchStat
	574	MatchType	@MtchTyp
	797	CopyMsgIndicator	@CopyMsgInd

Component

TrdRepIndicatorsGrp

TrdRepIndicatorsGrp

	852	PublishTrdIndicator	@PubTrdInd			FIX.5.0
	1390	TradePublishIndicator	@TrdPubInd
	853	ShortSaleReason	@ShrtSaleRsn

Component

TrdInstrmtLegGrp

TrdLeg

Component

TrdRegTimestamps

TrdRegTS

	725	ResponseTransportType	@RspTransportTyp		Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
	726	ResponseDestination	@RspDest		URI destination name. Used if ResponseTransportType is out-of-band.
	58	Text	@Txt		May be used by the executing market to record any execution Details that are particular to that market
	354	EncodedTextLen	@EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.
	355	EncodedText	@EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
	1015	AsOfIndicator	@AsOfInd		Indicates if the trade is an outtrade from a previous day
	635	ClearingFeeIndicator	@ClrFeeInd

Component

PositionAmountData

Amt

Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"

	994	TierCode	@TierCD		Indicates the algorithm (tier) used to match a trade
	1011	MessageEventSource	@MsgEvtSrc		Used to identify the event or source which gave rise to a message
	779	LastUpdateTime	@LastUpdateTm		Used to indicate reports after a specific time
	991	RndPx	@RndPx		Specifies the rounded price to quoted precision.

Component

TrdCapRptAckSideGrp

RptSide

	1135	RptSys	@RptSys
	381	GrossTradeAmt	@GrossTrdAmt		(LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price.
	64	SettlDate	@SettlDt
	1329	FeeMultiplier	@FeeMult

Component

StandardTrailer

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消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-12-2
 */
public class TradeCaptureReportAckMsg extends BaseMsg {
	private Tag tradeReportID = new Tag("571", "String", false);
	private Tag tradeID = new Tag("1003", "String", false);
	private Tag tradeReportTransType = new Tag("487", "int", false);
	private Tag tradeReportType = new Tag("856", "int", false);
	private Tag tradeHandlingInstr = new Tag("1123", "char", false);
	private Tag trdRptStatus = new Tag("939", "int", false);
	private Tag transactTime = new Tag("60", "UTCTimestamp", false);
	private Tag trdCapRptSideGrp = new TrdCapRptSideGrpTag(false);
	private Tag instrument = new InstrumentTag(true);
	private Tag tradeReportRejectReason = new Tag("751", "int", false);
	private Tag rejectText = new Tag("1328", "String", false);

	public TradeCaptureReportAckMsg() {
		this.getHeadEntity().getMsgType().setTagValue("AR");
		this.bodyEntity.getBodyTagList().add(tradeReportID);
		this.bodyEntity.getBodyTagList().add(tradeID);
		this.bodyEntity.getBodyTagList().add(tradeReportTransType);
		this.bodyEntity.getBodyTagList().add(tradeReportType);
		this.bodyEntity.getBodyTagList().add(tradeHandlingInstr);
		this.bodyEntity.getBodyTagList().add(trdRptStatus);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(trdCapRptSideGrp);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(tradeReportRejectReason);
		this.bodyEntity.getBodyTagList().add(rejectText);
	}

	@Override
	public void decodeBody() {
		Set<String> already = new HashSet<String>();
		String input = this.body;
		while (input.length() != 0) {
			String firstTagId = input.substring(0, input.indexOf("="));
			if (firstTagId.equals("552")) {
				input = this.getTrdCapRptSideGrp().decode(input, already);
			} else if (InstrumentTag.tagIdsSet.contains(firstTagId)) {
				input = this.instrument.decode(input, already);
			} else {
				List<Tag> tagList = this.bodyEntity.getBodyTagList();
				boolean exist = false;
				for (int j = 0; j < tagList.size(); j++) {
					Tag tag = tagList.get(j);
					if (tag.getTagId().equals(firstTagId)) {
						input = tag.decode(input, already);
						exist = true;
						break;
					}
				}
				if (!exist) {
					throw new InValidDataException(firstTagId + "不在消息字段中");
				}
			}

		}
	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList = this.bodyEntity.getBodyTagList();
		for (int i = 0; i < bodyTagList.size(); i++) {
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if (tradeReportTransType.getTagValue() != null) {
			if (!(Integer.parseInt(tradeReportTransType.getTagValue()) >= 0 && Integer
					.parseInt(tradeReportTransType.getTagValue()) <= 5)) {
				throw new InValidDataException("tradeReportTransType错误["
						+ tradeReportTransType.getTagId() + "="
						+ tradeReportTransType.getTagValue() + "]");
			}
		}
		if (tradeReportType.getTagValue() != null) {
			if (!(Integer.parseInt(tradeReportType.getTagValue()) >= 0 && Integer
					.parseInt(tradeReportType.getTagValue()) <= 15)) {
				throw new InValidDataException("tradeReportType错误["
						+ tradeReportType.getTagId() + "="
						+ tradeReportType.getTagValue() + "]");
			}
		}
		if (tradeHandlingInstr.getTagValue() != null) {
			if (!MsgUtil.tradeHandlingInstr.contains(tradeHandlingInstr
					.getTagValue())) {
				throw new InValidDataException("tradeHandlingInstr错误["
						+ tradeHandlingInstr.getTagId() + "="
						+ tradeHandlingInstr.getTagValue() + "]");
			}
		}
		if (trdRptStatus.getTagValue() != null) {
			if (!(Integer.parseInt(trdRptStatus.getTagValue()) == 0
					|| Integer.parseInt(trdRptStatus.getTagValue()) == 1 || Integer
					.parseInt(trdRptStatus.getTagValue()) == 3)) {
				throw new InValidDataException("trdRptStatus错误["
						+ trdRptStatus.getTagId() + "="
						+ trdRptStatus.getTagValue() + "]");
			}
		}
		if (tradeReportRejectReason.getTagValue() != null) {
			if (!(Integer.parseInt(tradeReportRejectReason.getTagValue()) >= 0
					&& Integer.parseInt(tradeReportRejectReason.getTagValue()) <= 4 || Integer
					.parseInt(tradeReportRejectReason.getTagValue()) == 99)) {
				throw new InValidDataException("tradeReportRejectReason错误["
						+ tradeReportRejectReason.getTagId() + "="
						+ tradeReportRejectReason.getTagValue() + "]");
			}
		}
	}

	public Tag getTradeReportID() {
		return tradeReportID;
	}

	public void setTradeReportID(Tag tradeReportID) {
		this.tradeReportID = tradeReportID;
	}

	public Tag getTradeID() {
		return tradeID;
	}

	public void setTradeID(Tag tradeID) {
		this.tradeID = tradeID;
	}

	public Tag getTradeReportTransType() {
		return tradeReportTransType;
	}

	public void setTradeReportTransType(Tag tradeReportTransType) {
		this.tradeReportTransType = tradeReportTransType;
	}

	public Tag getTradeReportType() {
		return tradeReportType;
	}

	public void setTradeReportType(Tag tradeReportType) {
		this.tradeReportType = tradeReportType;
	}

	public Tag getTradeHandlingInstr() {
		return tradeHandlingInstr;
	}

	public void setTradeHandlingInstr(Tag tradeHandlingInstr) {
		this.tradeHandlingInstr = tradeHandlingInstr;
	}

	public Tag getTrdRptStatus() {
		return trdRptStatus;
	}

	public void setTrdRptStatus(Tag trdRptStatus) {
		this.trdRptStatus = trdRptStatus;
	}

	public Tag getTransactTime() {
		return transactTime;
	}

	public void setTransactTime(Tag transactTime) {
		this.transactTime = transactTime;
	}

	public Tag getTrdCapRptSideGrp() {
		return trdCapRptSideGrp;
	}

	public void setTrdCapRptSideGrp(Tag trdCapRptSideGrp) {
		this.trdCapRptSideGrp = trdCapRptSideGrp;
	}

	public Tag getInstrument() {
		return instrument;
	}

	public void setInstrument(Tag instrument) {
		this.instrument = instrument;
	}

	public Tag getTradeReportRejectReason() {
		return tradeReportRejectReason;
	}

	public void setTradeReportRejectReason(Tag tradeReportRejectReason) {
		this.tradeReportRejectReason = tradeReportRejectReason;
	}

	public Tag getRejectText() {
		return rejectText;
	}

	public void setRejectText(Tag rejectText) {
		this.rejectText = rejectText;
	}

}

消息处理：略