Trade Capture Report Request (MsgType = AD, FIXML = TrdCaptureReportReq)

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) :

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:

"Since" a time period. NoDates (580) =1 with first TradeDate (75) (and optional TransactTime (60) ) indicating the "since" (greater than or equal to operation) point in time.
"Between" time periods. NoDates (580) =2 with first TradeDate (75) (and optional TransactTime (60) ) indicating the "beginning" (greater than or equal to operation) point in time and the second TradeDate (75) (and optional TransactTime (60) ) indicating the "ending" (less than or equal to operation) point in time.

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) .

Tag		Field Name	FIXML	Req'd	Comments
<Standard Message Header>				Y	MsgType = AD
568		TradeRequestID	TradeRequestID	Y	Identifier for the trade request
569		TradeRequestType	TradeRequestType	Y
263		SubscriptionRequestType	SubscriptionRequestType	N	Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
17		ExecID	ExecID	N
37		OrderID	OrderID	N
11		ClOrdID	ClOrdID	N
573		MatchStatus	MatchStatus	N
<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.
<Instrument>				N
580		NoDates	NoDates	N	Number of date ranges provided (must be 1 or 2 if specified)
=>	75	TradeDate	TradeDate	C	Used when reporting other than current day trades. Conditionally required if NoDates (580) > 0
=>	60	TransactTime	TransactTime	N	Time the transaction represented by this Execution Report (8) occurred
54		Side	Side	N
58		Text	Text	N	Used to match specific values within Text fields
354		EncodedTextLen	EncodedTextLen	C
355		EncodedText	EncodedText	C
578		TradeInputSource	TradeInputSource	N
579		TradeInputDevice	TradeInputDevice	N
<Standard Message Trailer>				Y

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