TradeCaptureReportRequest Message

<TrdCaptRptReq/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AD
568 TradeRequestID ReqID Yes Identifier for the trade request
1003 TradeID TrdID
1040 SecondaryTradeID TrdID2
1041 FirmTradeID FirmTrdID
1042 SecondaryFirmTradeID FirmTrdID2
569 TradeRequestType ReqTyp Yes
263 SubscriptionRequestType SubReqTyp Used to subscribe / unsubscribe for trade capture reports
If the field is absent, the value 0 will be the default (snapshot only - no subscription)
571 TradeReportID RptID To request a specific trade report
818 SecondaryTradeReportID (Deprecated in FIX.5.0) TrdRptID2 (Deprecated from this message as of FIX.5.0) To request a specific trade report
17 ExecID ExecID
150 ExecType ExecTyp To requst all trades of a specific execution type
37 OrderID OrdID
11 ClOrdID ClOrdID
573 MatchStatus MtchStat
828 TrdType TrdTyp To request all trades of a specific trade type
829 TrdSubType TrdSubTyp To request all trades of a specific trade sub type
1123 TradeHandlingInstr TrdHandlInst
830 TransferReason TrnsfrRsn To request all trades for a specific transfer reason
855 SecondaryTrdType TrdTyp2 To request all trades of a specific trade sub type
820 TradeLinkID LinkID To request all trades of a specific trade link id
880 TrdMatchID MtchID To request a trade matching a specific TrdMatchID
Parties Pty 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
Instrument Instrmt Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension InstrmtExt Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly Indicates number of repeating entries.
** Nested Repeating Group follows **
InstrmtLegGrp Leg Indicates number of repeating entries.
** Nested Repeating Group follows **
TrdCapDtGrp TrdCapDt Number of date ranges provided (must be 1 or 2 if specified)
715 ClearingBusinessDate BizDt To request trades for a specific clearing business date.
336 TradingSessionID SesID To request trades for a specific trading session.
625 TradingSessionSubID SesSub To request trades for a specific trading session.
943 TimeBracket TmBkt To request trades within a specific time bracket.
54 Side Side To request trades for a specific side of a trade.
442 MultiLegReportingType MLegRptTyp Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
578 TradeInputSource InptSrc To requests trades that were submitted from a specific trade input source.
579 TradeInputDevice InptDev To request trades that were submitted from a specific trade input device.
725 ResponseTransportType RspTransportTyp Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination RspDest URI destination name. Used if ResponseTransportType is out-of-band.
58 Text Txt Used to match specific values within Text fields
354 EncodedTextLen EncTxtLen
355 EncodedText EncTxt
1011 MessageEventSource MsgEvtSrc Used to identify the event or source which gave rise to a message
StandardTrailer Trlr Yes