The Trade Capture Report can be used to:
• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request
• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AD | Y | FIX.4.3 | |
| 568 | TradeRequestID | Identifier for the trade request | Y | FIX.4.3 | |
| 569 | TradeRequestType | Y | FIX.4.3 | ||
| 263 | SubscriptionRequestType | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default |
FIX.4.3 | ||
| 17 | ExecID | FIX.4.3 | |||
| 37 | OrderID | FIX.4.3 | |||
| 11 | ClOrdID | FIX.4.3 | |||
| 573 | MatchStatus | FIX.4.3 | |||
| BlockRepeating | Parties | Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation – depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator |
FIX.4.3 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” | FIX.4.3 | ||
| 580 | NoDates | Number of date ranges provided (must be 1 or 2 if specified) | FIX.4.3 | ||
| 75 | TradeDate | Used when reporting other than current day trades. Conditionally required if NoDates > 0 |
FIX.4.3 | ||
| 60 | TransactTime | Time the transaction represented by this ExecutionReport occurred | FIX.4.3 | ||
| 54 | Side | FIX.4.3 | |||
| 58 | Text | Used to match specific values within Text (58) fields | FIX.4.3 | ||
| 354 | EncodedTextLen | FIX.4.3 | |||
| 355 | EncodedText | FIX.4.3 | |||
| 578 | TradeInputSource | FIX.4.3 | |||
| 579 | TradeInputDevice | FIX.4.3 | |||
| Block | StandardTrailer | Y | FIX.4.3 |