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.

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

• 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 (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 <35=AE> messages are the normal return type to a Trade Capture Report Request.

Use the Business Message Reject <35=j> to reject an invalid Trade Capture Report Request.