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/TrdCaptRptReq

FIX TagField NameFIXML Attribute NameData TypeDescriptionNew for BrokerTecOMnet MappingGenium FIX MappingSupported Values
568TradeRequestIDReqIDStringRequired Trade Capture Report Request ID 

568
1003TradeIDTrdIDStringThe unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.



1040SecondaryTradeIDTrdID2StringUsed to carry an internal trade entity ID which may or may not be reported to the firm



569TradeRequestTypeReqTypintType of Trade Capture Report.


0 - All Trades (NOTE: this is only available for the FIX API, not the FIXML API)
1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
3 - Unreported trades that match criteria

263SubscriptionRequestTypeSubReqTypcharSubscription Request Type

263

0 - Snapshot
1 - Snapshot + Updates (Subscribe)

11ClOrdIDClOrdIDStringUnique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those that 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 field.



715ClearingBusinessDateBizDtLocalMktDateThe "Clearing Business Date" referred to by this maintenance request.



442MultiLegReportingTypeMLegRptTypcharUsed to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).


2 - Individual leg of a multi-leg security
3 - Multi-leg security

578TradeInputSourceInptSrcStringType of input device or system from which the trade was entered. Possible values include: BTC - BrokerTec Clearing, BTD - BrokerTec Direct, GLBX - Globex, XPIT - Externally registeredBTC, BTD


779LastUpdateTimeLastUpdateTmUTCTimestamp

Date/time which subscription should start pull data from.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)

  • Request without tag 779-LastUpdateTime will default to current date and time.

This tag is not used for Snapshot requests and will be ignored if present.

Example: 20200514-06:20:37





9593StartTimeStartTmUTCTimestamp

Start date/time of snapshot request.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)

Required for Snapshot requests (tag 263 - SubscriptionRequestType = 0)

Client is allowed to submit requests covering period of 31 calendar days.





9594EndTimeEndTmUTCTimestamp

End date/time of snapshot or subscription request.

Optional for 

Snapshot requests .(tag 263- SubscriptionRequestType =0)

Format: YYYYMMDD-HH:MM:SS (UTC time zone)

Client is allowed to submit requests covering period of 31 calendar days.





10059IncludeCollateralIndicatorCollIndcharIndicates whether collateral should be returned in request result.New field.

Y - Yes
N - No

453PartiesPty





448→PartyIDIDStringParty identifier/code. See PartyIDSource (447) and PartyRole (452).



452→PartyRoleRintIdentifies the type or role of the PartyID (448) specified.


7 - Trading (Entering) Firm

30 - Inter Dealer Broker

49 - Asset Manager

79 - Prime Broker


InstrumentInstrmt





55→SymbolSymStringTicker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)Use "[N/A]" for products which do not have a symbol.New field.


48→SecurityIDIDStringThe Clearing Product ID.



167→SecurityTypeSecTypStringIndicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.New values BOND, EUSOV, EUSUPRA, FUT, MLEG, REPO, SOV, SUPRA, TB, TBA, TBILL, TBOND, TNOTE

BOND - Bond (generic)

EUSOV - Euro Sovereigns

EUSUPRA - Euro Supranational Coupons

FRA - Forward Rate Agreement

FUT - Future

FWD - Forward

IRS - Interest Rate Swap

MLEG - Multi Leg (Combo)

OPT - Option

REPO - Repurchase

SOV - UK Gilt

SUPRA - USD Supranational Coupons

SWAPTION - Swaption

TB - Treasury Bill - non US

TBA - To Be Announced

TBILL - US Treasury Bill

TBOND - US Treasury Bond

TNOTE - US Treasury Note

207→SecurityExchangeExchExchangeMarket used to help identify a security.New values BTEU, BTUS

BTEU - BrokerTec EU

BTUS - BrokerTec US

CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CMD - Credit Default Swap Exchange

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

FXS - FX Spot

IFUS - Intercontinental Exchange

NGXC - Natural Gas Exchange

NODX - Nodal

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

VMAC - VMAC

XNAS - Nasdaq

XXXX - OTC Trades

580TrdCapDtGrpTrdCapDt





75→TradeDateTrdDtLocalMktDateIndicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).