| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = AD |
| 568 |
TradeRequestID |
Y |
Identifier for the trade request |
| 569 |
TradeRequestType |
Y |
|
| 263 |
SubscriptionRequestType |
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 |
N |
To request a specific trade report |
| 818 |
SecondaryTradeReportID |
N |
To request a specific trade report |
| 17 |
ExecID |
N |
|
| 150 |
ExecType |
N |
To requst all trades of a specific execution type |
| 37 |
OrderID |
N |
|
| 11 |
ClOrdID |
N |
|
| 573 |
MatchStatus |
N |
|
| 828 |
TrdType |
N |
To request all trades of a specific trade type |
| 829 |
TrdSubType |
N |
To request all trades of a specific trade sub type |
| 830 |
TransferReason |
N |
To request all trades for a specific transfer reason |
| 855 |
SecondaryTrdType |
N |
To request all trades of a specific trade sub type |
| 820 |
TradeLinkID |
N |
To request all trades of a specific trade link id |
| 880 |
TrdMatchID |
N |
To request a trade matching a specific TrdMatchID |
|
Component Block - <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
|
|
Component Block - <Instrument> |
N |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|
Component Block - <InstrumentExtension> |
N |
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" |
|
Component Block - <FinancingDetails> |
N |
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" |
|
Component Block - <UndInstrmtGrp> |
N |
Indicates number of repeating entries.
** Nested Repeating Group follows **
|
|
Component Block - <InstrmtLegGrp> |
N |
Indicates number of repeating entries.
** Nested Repeating Group follows **
|
|
Component Block - <TrdCapDtGrp> |
N |
Number of date ranges provided (must be 1 or 2 if specified) |
| 715 |
ClearingBusinessDate |
N |
To request trades for a specific clearing business date. |
| 336 |
TradingSessionID |
N |
To request trades for a specific trading session. |
| 625 |
TradingSessionSubID |
N |
To request trades for a specific trading session. |
| 943 |
TimeBracket |
N |
To request trades within a specific time bracket. |
| 54 |
Side |
N |
To request trades for a specific side of a trade. |
| 442 |
MultiLegReportingType |
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 |
N |
To requests trades that were submitted from a specific trade input source. |
| 579 |
TradeInputDevice |
N |
To request trades that were submitted from a specific trade input device. |
| 725 |
ResponseTransportType |
N |
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. |
| 726 |
ResponseDestination |
N |
URI destination name. Used if ResponseTransportType is out-of-band. |
| 58 |
Text |
N |
Used to match specific values within Text fields |
| 354 |
EncodedTextLen |
N |
|
| 355 |
EncodedText |
N |
|
| 1011 |
MessageEventSource |
N |
Used to identify the event or source which gave rise to a message |
| 1003 |
TradeID |
N |
|
| 1040 |
SecondaryTradeID |
N |
|
| 1041 |
FirmTradeID |
N |
|
| 1042 |
SecondaryFirmTradeID |
N |
|
| 1123 |
TradeHandlingInstr |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
