Trade Capture Report Request (MsgType = AD, FIXML = TrdCaptRptReq)

The Trade Capture Report Request (AD) can be used to:

The following criteria can be specified on the Trade Capture Report Request (AD) :

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:

Trade Capture Report (AE) messages are the normal return type to a Trade Capture Report Request (AD) .

The response to a Trade Capture Report Request (AD) can be:

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AD
568 TradeRequestID @ReqID Y Identifier for the trade request
569 TradeRequestType @ReqTyp Y
263 SubscriptionRequestType @SubReqTyp N 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 N To request a specific trade report
818 SecondaryTradeReportID @TrdRptID2 N To request a specific trade report
17 ExecID @ExecID N
150 ExecType @ExecTyp N To requst all trades of a specific execution type
37 OrderID @OrdID N
11 ClOrdID @ClOrdID N
573 MatchStatus @MtchStat N
828 TrdType @TrdTyp N To request all trades of a specific trade type
829 TrdSubType @TrdSubTyp N To request all trades of a specific trade sub type
830 TransferReason @TrnsfrRsn N To request all trades for a specific transfer reason
855 SecondaryTrdType @TrdTyp2 N To request all trades of a specific trade sub type
820 TradeLinkID @LinkID N To request all trades of a specific trade link id
880 TrdMatchID @TrdMtchID N To request a trade matching a specific TrdMatchID (880)
<Parties> N 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> N
<Instrument Extension> N
<Financing Details> N
711 NoUnderlyings Undly N Indicates number of repeating entries.
=> <Underlying Instrument> C Required if NoUnderlyings (711) > 0
555 NoLegs Leg N Indicates number of repeating entries.
=> <Instrument Leg> C Required if NoLegs (555) > 0
580 NoDates TrdCapDt C Number of date ranges provided (must be 1 or 2 if specified)
=> 75 TradeDate @TrdDt C Used when reporting other than current day trades. Conditionally required if NoDates (580) > 0
=> 60 TransactTime @TxnTm N To request trades for a specific time.
715 ClearingBusinessDate @BizDt N To request trades for a specific clearing business date.
336 TradingSessionID @SesID N To request trades for a specific trading session.
625 TradingSessionSubID @SesSub N To request trades for a specific trading session.
943 TimeBracket @TmBkt N To request trades within a specific time bracket.
54 Side @Side N To request trades for a specific side of a trade.
442 MultiLegReportingType @MLEGRptTyp N 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 N To requests trades that were submitted from a specific trade input source.
579 TradeInputDevice @InptDev N To request trades that were submitted from a specific trade input device.
725 ResponseTransportType @RspTransportTyp N Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination @RspDest N URI destination name. Used if ResponseTransportType (725) is out-of-band.
58 Text @Txt N Used to match specific values within Text fields
354 EncodedTextLen @EncTxtLen C
355 EncodedText @EncTxt C
<Standard Message Trailer> Y