Definition
The Trade Capture Report Request 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.
Message structure 3974 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = AD
StandardHeader definition & usage →
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Unique identifier for the trade request.
If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
Can be used to request a specific trade report.
To request a specific trade report
To request all trades based on secondary execution identifier
Can be used to request all trades of a specific execution type.
Can be used to request all trades of a specific trade type.
Can be used to request all trades of a specific trade sub type.
Can be used to request all trades for a specific transfer reason.
Can be used to request all trades of a specific secondary trade type.
Can be used to request all trades of a specific trade link identifier.
Can be used to request a trade matching a specific TrdMatchID(880).
PartiesRepeating groupCount tag 453—
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
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InstrumentComponent—
Instrument definition & usage →
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InstrumentExtensionComponent—
InstrumentExtension definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
InstrmtLegGrp definition & usage →
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TrdCapDtGrpRepeating groupCount tag 580—
Number of date ranges provided (must be 1 or 2 if specified)
TrdCapDtGrp definition & usage →
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Can be used to request trades for a specific clearing business date.
Can be used to request trades for a specific trading session.
Can be used to request trades for a specific trading session.
Can be used to request trades within a specific time bracket.
Can be used to request trades for a specific side of a trade.
Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
Can be used to requests trades that were submitted from a specific trade input source.
Can be used to request trades that were submitted from a specific trade input device.
Used to match specific values within Text(58) fields.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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