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