Message
TradeAggregationRequest (DW)
| ID | 159 |
| Pedigree | Added EP247 |
TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType=DW | Added EP247 | ||
2786 | Y | Unique identifier for the message. | Added EP247 | ||
2787 | Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace) | Added EP247 | |||
2788 | Y | Added EP247 | |||
2789 | Added EP247 | ||||
15 | Added EP247 | ||||
2897 | Added EP273 | ||||
6 | Added EP247 | ||||
54 | Y | Added EP247 | |||
2349 | Added EP247 | ||||
OrderAggregationGrp | Maybe used to specify the IDs of the orders being aggregated together. | Added EP247 | |||
ExecutionAggregationGrp | Maybe used to specify the IDs of the execution fills being aggregated together. | Added EP247 | |||
1 | Added EP247 | ||||
Instrument | Y | Added EP247 | |||
Parties | Added EP247 | ||||
StandardTrailer | Y | Added EP247 |
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