The Trade Capture Report Request 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.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AD | Y | FIX.4.3 | |
| 568 | TradeRequestID | Unique identifier for the trade request. | Y | FIX.4.3 | |
| 1003 | TradeID | FIX.4.4 | |||
| 1040 | SecondaryTradeID | FIX.4.4 | |||
| 1041 | FirmTradeID | FIX.4.4 | |||
| 1042 | SecondaryFirmTradeID | FIX.4.4 | |||
| 569 | TradeRequestType | Y | FIX.4.3 | ||
| 263 | SubscriptionRequestType | If the field is absent, SubscriptionRequestType (263)=0(Snapshot) will be the default. | FIX.4.3 | ||
| 571 | TradeReportID | Can be used to request a specific trade report. | FIX.4.4 | ||
| 818 | SecondaryTradeReportID | To request a specific trade report | FIX.4.4 | Y | |
| 527 | SecondaryExecID | To request all trades based on secondary execution identifier | FIX.5.0SP2 (EP 107) | ||
| 17 | ExecID | FIX.4.3 | |||
| 150 | ExecType | Can be used to request 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 | Can be used to request all trades of a specific trade type. | FIX.4.4 | ||
| 829 | TrdSubType | Can be used to request all trades of a specific trade sub type. | FIX.4.4 | ||
| 1849 | OffsetInstruction | FIX.5.0SP2 (EP 141) | |||
| 1123 | TradeHandlingInstr | FIX.4.4 | |||
| 830 | TransferReason | Can be used to request all trades for a specific transfer reason. | FIX.4.4 | ||
| 855 | SecondaryTrdType | Can be used to request all trades of a specific secondary trade type. | FIX.4.4 | ||
| 820 | TradeLinkID | Can be used to request all trades of a specific trade link identifier. | FIX.4.4 | ||
| 880 | TrdMatchID | Can be used to request a trade matching a specific TrdMatchID (880). | 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 | FIX.4.3 | |||
| Block | InstrumentExtension | FIX.4.4 | |||
| Block | FinancingDetails | FIX.4.4 | |||
| BlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
| BlockRepeating | InstrmtLegGrp | FIX.4.4 | |||
| ImplicitBlockRepeating | TrdCapDtGrp | Number of date ranges provided (must be 1 or 2 if specified) | FIX.4.4 | ||
| 715 | ClearingBusinessDate | Can be used to request trades for a specific clearing business date. | FIX.4.4 | ||
| 336 | TradingSessionID | Can be used to request trades for a specific trading session. | FIX.4.4 | ||
| 625 | TradingSessionSubID | Can be used to request trades for a specific trading session. | FIX.4.4 | ||
| 943 | TimeBracket | Can be used to request trades within a specific time bracket. | FIX.4.4 | ||
| 54 | Side | Can be used 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 | Can be used to requests trades that were submitted from a specific trade input source. | FIX.4.3 | ||
| 579 | TradeInputDevice | Can be used to request trades that were submitted from a specific trade input device. | FIX.4.3 | ||
| 725 | ResponseTransportType | FIX.4.4 | |||
| 726 | ResponseDestination | 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 | |||
| 1011 | MessageEventSource | FIX.4.4 | |||
| Block | StandardTrailer | Y | FIX.4.3 |