FIX Tag 35- MsgType = AD
FIXML:/TrdCaptRptReq
FIX Tag | Field Name | FIXML Attribute Name | Req | Data Type | Description | Supported Values |
|---|---|---|---|---|---|---|
| 568 | TradeRequestID | ReqID | Y | String | TradeCaptureReportRequest ID. | |
| 1003 | TradeID | TrdID | N | String | The EBS Deal ID. | |
| 569 | TradeRequestType | ReqTyp | Y | int | Type of Trade Capture Report. | 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) |
| 263 | SubscriptionRequestType | SubReqTyp | Y | char | Subscription Request Type. | 0 - Snapshot |
| 11 | ClOrdID | ClOrdID | N | String | Client Order ID, assigned by the API users. For Globex , ClOrdId as stated in iLink or AI message. Not valid for workstation related trades. For EBS Direct, ClOrdID provided in API by Liquidity Consumers. Not relevant for tickets by Liquidity Providers. | |
| 442 | MultiLegReportingType | MLegRptTyp | N | int | Request multi-legged instrument trades either as Individual leg or Summary trades. | 2 - Request outright and individual legs of multi-leg deals 3 - Request outright and summaries of multi-leg deals Optional request parameter. If not present in the subscription request, defaults to '2'. |
| 779 | LastUpdateTime | LastUpdateTm | C | UTCTimestamp | Date/time that a Snapshot + Update (263=1|569=1) Request should start to pull data from | |
| 9593 | StartTime | StartTm | C | UTCTimestamp | Date/time that a Snapshot (263=0|569=1) Request should start to pull data from Format: YYYYMMDD-HH:MM:SS (UTC time zone) Required for Snapshot (263=0|569=1) Requests Will be ignored for Snapshot + Update (263=1|569=1) Requests A FIX Client can request data for the last 31 calendar days. | |
| 9594 | EndTime | EndTm | N | UTCTimestamp | End date/time of a Snapshot (263=0|569=1) Request Format: YYYYMMDD-HH:MM:SS (UTC time zone) Optional for Snapshot Requests. Will be ignored for Snapshot + Update (263=1|569=1) Request End Time cannot be in the future | |
| 99103 | PostTradeType | PostTrdTyp | N | int | Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers. Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer. | 4 - Prime Give up (Synthetic tickets) |
| 578 | TradeInputSource | InptSrc | N | String | Type of input device or system from which the trade was entered. | GLBX (CME Globex) EBSD (EBS Direct) |
| 1028 | ManualOrderIndicator | ManOrdInd | N | Boolean | Used to subscribe to tickets based on origination either from API or manually created trades. | Y - Manual Trades N - API Trades |
| 20400 | NonDisclosedIndicator | NonDsclInd | N | Boolean | Used to subscribe to tickets based on disclosed or non-disclosed status of the trade. Only applies to EBS Direct trades, ignored for Globex trades. | N - Disclosed |
| 1430 | VenueType | VenuTyp | N | char | Used to subscribe to trades based on the venue where the trade was executed. For Globex Venue Type is set to 'E'. For EBS Direct Venue Type is set to 'Q'. | E - Electronic |
| 20401 | TradePartyType | TrdPtyTyp | N | int | When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm. | 0 - All Trades 1 - Executing Firm 2 - Prime Broker |
| 453 | Parties | Pty |
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| Instrument | Instrmt |
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| 580 | TrdCapDtGrp | TrdCapDt |
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