FIXML Mapping FMIA Art 39: Aggregated Order

1

Hi Team,

For the FMIA Art 39 SIX and BX has introduced a new field to be reported: Aggregated Order

The “Aggregated Order” flag shall be set to “Y” for all transaction reports originating from an aggregate order. An aggregated order relates to minimum two orders of minimum two clients. If we have multiple Client orders aggregated into one execution then we should indicate this in the Transaction report.

Can we use - FIXML/ExecRpt/OrdAttrib[@Typ = “0”]/@Val = “Y”

Please let me know.

Regards
Rahul

2

Yes, the OrderAttributeGrp component is also part of the TradeReportOrderDetail component as part of the TradeCaptureReport(35=AE) message.