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:
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>.