Glossary

FIXML

FIXML is the XML encoding used within FIX. FIXML is widely adopted for derivatives post trade clearing and settlement globally. FIXML is also used for reporting.

Query

Client systems can request a snapshot of trades with /TrdCptRepReq/ReqTyp=1 (Matched trades) and /TrdCptRepReq/SubReqTyp=0 (Snapshot) limited by StartTm and optional EndTm attributes.

Subscription

Client systems can request a snapshot and initiate a continued subscription for trades with/TrdCptRepReq/ReqTyp=1 (Matched trades) and /TrdCptRepReq/SubReqTyp=1 (Snapshot + Updates) with the optional StartTm Attribute.