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

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
1003 TradeID @TrdID N
1040 SecondaryTradeID @TrdID2 N
1041 FirmTradeID @FirmTrdID N
1042 SecondaryFirmTradeID @FirmTrdID2 N
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 (Deprecated in FIX.5.0)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
1123 TradeHandlingInstr @TrdHandlInst N
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 @MtchID N To request a trade matching a specific TrdMatchID
<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 Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
<InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages".
<FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages".
<UndInstrmtGrp> N
<InstrmtLegGrp> N
<TrdCapDtGrp> N Number of date ranges provided (must be 1 or 2 if specified)
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 (58) fields
354 EncodedTextLen @EncTxtLen C
355 EncodedText @EncTxt C
1011 MessageEventSource @MsgEvtSrc N Used to identify the event or source which gave rise to a message
<Standard Message Trailer> Y