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Foreign Exchange
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Re: Trade Capture Report Questions
Rikard Hedberg / OMX
2 Mar 2007 3:25AM ET Udai,
the Trading Book is specified in the Instruments component block normally using one of the following alternatives:
1) The Symbol (55)
2) An ISIN, CUSIP, SEDOL or other code:
- SecurityIDSource (48) = 4; 1; 2...
- SecurityID (22)
3) An exchange-assigned identification number:
- SecurityIDSource (48) = 8
- SecurityID (22)
(The SecurityIDSource = 8 is proposed to be changed to "Marketplace assigned identifier" by the Exchange/ECNs working group)
What identifier is used depends on market convention for the respective security types.
The "purpose" behind the deal is often a regulatory requirement. If that is the case for you, the following fields are normally used:
- TrdType (828)
- TrdSubType (829)
- SecondaryTrdType (855)
- ShortSaleReason (853)
- SideTrdSubType (1008)
- CustOrderCapacity (582)
Please see FIX 5.0 for the latest list of standardized values.
Regards
Rikard
> Hi,
>
> I am trying to use this message type and have a couple of questions
>
> 1) Can some one please point out to me how to correctly specify the
> Trading Book and Trading Desk in a TradeCaptRpt message.
>
> 2) Also, in my messages, I would like to be able to optionally specify
> the "purpose" behind the deal. This could be items like "Roll",
> "Funding", "Hedging" etc, which would serve to additionally
> identify/tag the deal in question, possibly for differential
> treatment. Is there any provision to add this kind of information
> into the TradeCaptRpt message ?
>
> Thanks!
Re: Trade Capture Report Questions
Rikard Hedberg / OMX 2 Mar 2007 3:25AM ET
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