Trade Capture Report Request <AD> message – FIX 4.3 – FIX Dictionary

Structure | Related Messages

Description

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.

The following criteria can be specified on the Trade Capture Report Request <AD>:

• All Trades matching the order identification information
• All Trades for the party defined in the component block <Parties>
• This can be a trader id, firm, broker id, clearing firm
• All Trades that match component block <Instrument>
• All Unreported trades - Executions that have not been sent
• All unmatched trades - Trades that have not been matched
• Trades that have specified MatchStatus <573>
• Trades for a specific OrderID <37>
• Trades for a specific ClOrdID <11>
• Trades for a specific ExecID <17>
• Trades entered via a specific TradeInputSource <578>
• Trades entered via a specific TradeInputDevice <579>
• All Advisories

Each field in the Trade Capture Report Request <AD> (other than TradeRequestID <568> and SubscriptionRequestType <263>) identify filters - trade reports that satisfy all Specified filters will be returned. Note that the filters are combined using an implied "and" - a trade report must satisfy every specified filter to be returned.

The optional date or time range-specific filter criteria (within NoDates <580> repeating group) can be used in one of two modes:

• "Since" a time period. NoDates <580>=1 with first TradeDate <75> (and optional TransactTime <60>) indicating the "since" (greater than or equal to operation) point in time.
• "Between" time periods. NoDates <580>=2 with first TradeDate <75> (and optional TransactTime <60>) indicating the "beginning" (greater than or equal to operation) point in time and the second TradeDate <75> (and optional TransactTime <60>) indicating the "ending" (less than or equal to operation) point in time.

Trade Capture Report <AE> messages are the normal return type to a Trade Capture Report Request <AD>.

Use the Business Message Reject <j> to reject an invalid Trade Capture Report Request <AD>.

Structure

Related Messages

• Trade Capture Report <AE>

• Business Message Reject <j>