TradeCaptureReportRequest (MsgType = AD, FIXML = TrdCaptRptReq)

The Trade Capture Report Request (AD) can be used to:

Request one or more trade capture reports based upon selection criteria provided onthe trade capture report request (AD)
Subscribe for trade capture reports based upon selection criteria provided onthe trade capture report request (AD) .

The following criteria can be specified on the Trade Capture Report Request (AD) :

All trades matching specified trade identification: TradeReportID (571) , SecondaryTradeReportID (818)
All trades matching specified trade types: TrdType (828) , TrdSubType (829) , TransferReason (830) , SecondaryTrdType (855) , TradeLinkID (820)
All trades matching the order identification information: OrderId (37) , ClOrdID (11) , ExecID (17)
Trades that have specified MatchStatus (573)
All trades for the party defined in the component block Parties .This can be a trader id, firm, broker id, clearing firm
All trades for a specific instrument, specified using the component block Instrument ,the component block UnderlyingInstrument , and/or the component block InstrumentLeg .
All unreported tradesExecutions that have not been sent
All unmatched tradesTrades that have not been matched
All trades matching specific date and trading session criteria
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) andSubscriptionRequestType) identify filters - trade reports that satisfy all Specified filters will be returned. Note that the filters arecombined 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 beused in one of two modes:

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

Trade Capture Report messages are the normal return type to a Trade Capture Report (AE) Request.

The response to a Trade Capture Report Request (AD) can be:

One or more Trade Capture Reports
A Trade Capture Report Request Ack (AQ) followed by one or more Trade Capture Reports in two specificcases:
- When the Trade Capture Reports are being delivered out of band (such as a file transfer),
- When there is a processing delay between the time of the request and when the reports will be sent (for instance in adistributed trading environment where trades are distributed across multiple trading systems).
A Trade Capture Report Ack (AR) only
When no trades are found that match the selection criteria specified on the Trade Capture Report Request (AD)
When the Trade Capture Report Request (AD) was deemed invalid for business reasons by the counterparty

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = AD
568	TradeRequestID	@ReqID	Y	Used to identify the event or source which gave rise to a message
1003	TradeID	@TrdID	N	The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
1040	SecondaryTradeID	@TrdID2	N	Used to carry an internal trade entity ID which may or may not be reported to the firm
1041	FirmTradeID	@FirmTrdID	N	The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary
1042	SecondaryFirmTradeID	@FirmTrdID2	N	Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary
569	TradeRequestType	@ReqTyp	Y	Type of Trade Capture Report.
263	SubscriptionRequestType	@SubReqTyp	N	If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
571	TradeReportID	@RptID	N	Can be used to request a specific trade report.
818	SecondaryTradeReportID	@TrdRptID2	N	To request a specific trade report
527	SecondaryExecID	@ExecID2	N	To request all trades based on secondary execution identifier
17	ExecID	@ExecID	N	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int).
150	ExecType	@ExecTyp	N	Can be used to request all trades of a specific execution type.
37	OrderID	@OrdID	N	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
11	ClOrdID	@ClOrdID	N	Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field.
573	MatchStatus	@MtchStat	N	The status of this trade with respect to matching or comparison.
828	TrdType	@TrdTyp	N	Can be used to request all trades of a specific trade type.
829	TrdSubType	@TrdSubTyp	N	Can be used to request all trades of a specific trade sub type.
1849	OffsetInstruction	@OfstInst	N	Indicates the trade is a result of an offset or onset.
1123	TradeHandlingInstr	@TrdHandlInst	N	Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
830	TransferReason	@TrnsfrRsn	N	Can be used to request all trades for a specific transfer reason.
855	SecondaryTrdType	@TrdTyp2	N	Can be used to request all trades of a specific secondary trade type.
820	TradeLinkID	@LinkID	N	Can be used to request all trades of a specific trade link identifier.
880	TrdMatchID	@MtchID	N	Can be used to request a trade matching a specific TrdMatchID(880).
<Parties>			N	Number of date ranges provided(must be 1 or 2 if specified)
<Instrument>			N
<InstrumentExtension>			N
<FinancingDetails>			N
<UndInstrmtGrp>			N	Free form text to specify additional information or enumeration description when a standard value does not apply.
<InstrmtLegGrp>			N	Relevant settled entity matrix source.
<TrdCapDtGrp>			N	Number of date ranges provided (must be 1 or 2 if specified)
715	ClearingBusinessDate	@BizDt	N	Can be used to request trades for a specific clearing business date.
336	TradingSessionID	@SesID	N	Can be used to request trades for a specific trading session.
625	TradingSessionSubID	@SesSub	N	Can be used to request trades for a specific trading session.
943	TimeBracket	@TmBkt	N	Can be used to request trades within a specific time bracket.
54	Side	@Side	N	Can be used to request trades for a specific side of a trade.
442	MultiLegReportingType	@MLegRptTyp	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	@InptSrc	N	Can be used to requests trades that were submitted from a specific trade input source.
579	TradeInputDevice	@InptDev	N	Can be used to request trades that were submitted from a specific trade input device.
725	ResponseTransportType	@RspTransportTyp	N	Identifies how the response to the request should be transmitted.
726	ResponseDestination	@RspDest	N	URI (Uniform Resource Identifier) for details or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See Appendix 6-B FIX Fields Based Upon Other Standards
58	Text	@Txt	N	Used to match specific values within Text(58) fields.
354	EncodedTextLen	@EncTxtLen	C	Byte length of encoded (non-ASCII characters) EncodedText (355) field.
355	EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
1011	MessageEventSource	@MsgEvtSrc	N	Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request)
<Standard Message Trailer>			Y