FIX 5.0 SP1 : TradeCaptureReportRequest <AD> message

Structure | Related Messages

Description

The Trade Capture Request Ack message is used to:

Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.

Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.

Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request

The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

NOTE: A Trade Capture Report Request Ack is not required if one or more Trade Capture Reports will be returned in-band immediately.

Trade Capture Report Request Ack

Structure

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

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