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Foreign Exchange
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Re: FX - TradeCaptureReport
Philip Page / Bloomberg LP
2 Feb 2007 12:36PM ET We've done this and it's mostly a case of using the same fields that appear on messages like New Order Single/Multi-Leg or Execution Report, which have better examples available (expecially in Volume 7 of the 5.0 documents, but be careful to stick to 4.4 fields if that's a requirement).
Within the PartyIDs groups, we use PartyRole = 27 "Buyer/Seller" to indicate the party that the Trade Capture is being delivered to, and 17 "Contra Firm" to identify their counterparty.
Supply whatever PartyIDs and PartySubIDs are appropriate to your application.
Phil
> Hi,
>
> Relatively new to FIX and have been asked to map an FX Trade to a FIX
> 4.4 TradeCaptureReport.
>
> Can any one point me to an example of this or some documentation?
> Searches on this formum don't really come up with any results.
>
> Thanks in advance,
>
> Steve
Re: FX - TradeCaptureReport
Philip Page / Bloomberg LP 2 Feb 2007 12:36PM ET
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