EndTm

Specifies the latest trade timestamp to include in a snapshot query. This attribute is optional and is not applicable to subscriptions.

FIXML

FIXML is the XML-based encoding of the FIX Protocol. It is widely used for derivatives post-trade processing, including clearing and settlement, and is also used for regulatory and business reporting.

Matched Trade

A trade that has been successfully executed and is available for post-trade processing.

Query

Client systems can request a snapshot of matched trades by sending a TrdCaptRptReq with:

• ReqTyp = 1 (Matched trades)
• SubReqTyp = 0 (Snapshot)

The snapshot is limited by the required StartTm attribute and the optional EndTm attribute.

Recovery

Following a disconnection, client systems can retrieve historical trades using a snapshot query. A Snapshot + Updates request can then be used to continue receiving new matched trades from the requested point in time.

ReqID

A client-defined identifier that uniquely identifies a request. The value is echoed in the corresponding response, allowing the client to correlate responses with requests.

ReqTyp

Specifies the type of information requested. For trade retrieval, ReqTyp = 1 requests matched trades.

Snapshot

A one-time response containing all matched trades within the requested time range.

Snapshot + Updates

Returns an initial snapshot of matching trades followed by newly matched trades as they become available.

StartTm

Specifies the earliest trade timestamp to include in the response. It is required for snapshot queries and optional for subscriptions.

SubReqTyp

Specifies whether the request is a one-time query or an ongoing subscription:

• 0 – Snapshot
• 1 – Snapshot + Updates

Subscription

Client systems can request a snapshot and initiate a continued subscription for matched trades by sending a TrdCaptRptReq with:

• ReqTyp = 1 (Matched trades)
• SubReqTyp = 1 (Snapshot + Updates)

The optional StartTm attribute specifies the point in time from which the initial snapshot is returned. After the snapshot is delivered, the client continues to receive updates for newly matched trades until the subscription is cancelled or the session ends.

Trade Capture Report (TrdCaptRpt)

The response message containing matched trade information. It is returned in response to a TrdCaptRptReq and is also used to deliver updates for active subscriptions.

Trade Capture Report Request (TrdCaptRptReq)

The request message used by client systems to query historical trades or subscribe to trade updates. It supports both one-time snapshots and continuous subscriptions.

TrdID

A unique identifier assigned to a trade.