Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade.
Added in protocol FIX.4.3
See in: FIX.4.3, 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 (snapshot only – no subscription) |
FIX.4.3 | ||
| 571 | TradeReportID | To request a specific trade report | FIX.4.4 | ||
| 818 | SecondaryTradeReportID | To request a specific trade report | FIX.4.4 | ||
| 17 | ExecID | FIX.4.3 | |||
| 150 | ExecType | To requst all trades of a specific execution type | FIX.4.4 | ||
| 37 | OrderID | FIX.4.3 | |||
| 11 | ClOrdID | FIX.4.3 | |||
| 573 | MatchStatus | FIX.4.3 | |||
| 828 | TrdType | To request all trades of a specific trade type | FIX.4.4 | ||
| 829 | TrdSubType | To request all trades of a specific trade sub type | FIX.4.4 | ||
| 830 | TransferReason | To request all trades for a specific transfer reason | FIX.4.4 | ||
| 855 | SecondaryTrdType | To request all trades of a specific trade sub type | FIX.4.4 | ||
| 820 | TradeLinkID | To request all trades of a specific trade link id | FIX.4.4 | ||
| 880 | TrdMatchID | To request a trade matching a specific TrdMatchID | FIX.4.4 | ||
| 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 | ||
| Block | InstrumentExtension | Insert here the set of “InstrumentExtension” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| Block | FinancingDetails | Insert here the set of “FinancingDetails” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| ImplicitBlockRepeating | UndInstrmtGrp | Indicates number of repeating entries. ** Nested Repeating Group follows ** |
FIX.4.4 | ||
| ImplicitBlockRepeating | InstrmtLegGrp | Indicates number of repeating entries. ** Nested Repeating Group follows ** |
FIX.4.4 | ||
| ImplicitBlockRepeating | TrdCapDtGrp | Number of date ranges provided (must be 1 or 2 if specified) | FIX.4.4 | ||
| 715 | ClearingBusinessDate | To request trades for a specific clearing business date. | FIX.4.4 | ||
| 336 | TradingSessionID | To request trades for a specific trading session. | FIX.4.4 | ||
| 625 | TradingSessionSubID | To request trades for a specific trading session. | FIX.4.4 | ||
| 943 | TimeBracket | To request trades within a specific time bracket. | FIX.4.4 | ||
| 54 | Side | To request trades for a specific side of a trade. | FIX.4.3 | ||
| 442 | MultiLegReportingType | Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. | FIX.4.4 | ||
| 578 | TradeInputSource | To requests trades that were submitted from a specific trade input source. | FIX.4.3 | ||
| 579 | TradeInputDevice | To request trades that were submitted from a specific trade input device. | FIX.4.3 | ||
| 725 | ResponseTransportType | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | FIX.4.4 | ||
| 726 | ResponseDestination | URI destination name. Used if ResponseTransportType is out-of-band. | FIX.4.4 | ||
| 58 | Text | Used to match specific values within Text (58) fields | FIX.4.3 | ||
| 354 | EncodedTextLen | FIX.4.3 | |||
| 355 | EncodedText | FIX.4.3 | |||
| Block | StandardTrailer | Y | FIX.4.3 |