Message TradeCaptureReportRequest (AD)

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 (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 (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