FIX 5.0 : TradeCaptureReportRequest <AD> message

Structure | Related Messages

Description

The Trade Capture Report Request <AD> 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>:

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>.

The response to a Trade Capture Report Request <AD> can be:

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