Indexes

Message Layouts
Common
Application

Message

AggregateTradesReq (92)

ID10049

A number of trades can be accumulated into a single trade with a volume weighted average price. The trades need to be on the same account, the same contract and the same side (only buy or only sell) from current day.

Field
Name
Type
Req'd
Comments
Pedigree
350

Must be unique for the referenced trade. Used to prevent duplicate move requests.

577
Y

Trade ids.

440

An optional free text field.

154

The destination for this operation.

7
Y

The account id for the trades.

179
Y

The external instrument id. This is the JSE Master ID.

594
Y

The trading user id.

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