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Use of TradeCapture Reports for FX
John James / Self Employed
16 Jun 2010 8:51AM ET Hi
I'm trying to understand how best to implement the use of TradeCaptureReports for FX. I've read through the specs but have some basic questions - this is based on using FIX 4.4 or possibly even 5.0SP2.
1. Assuming a client has set up a trade capture feed, if an FX trade gets booked, would the tradeCaptureReport be sent with ExecType (tag 150) = F ?
2. If the trade is amended in the booking system and the client is still connected, would they then expect an TCR with tag 150=G ?
3. If the client subscribes to receive TCRs after a trade is amended post-booking, what would the status be shown as ? I'm assuming 150=G but just wanted to know if that is standard.
4. Similarly if the trade had allocations, and one or some of the allocations were changed, again does that result in tag 150=G ?
5. Would the SidesGroup or LegsGroup be used when representing FX Swaps ?
6. If TCR is used for booked trades would the OrdStatus (tag 39) ever be 8 (rejected).
Thanks for any help.
j
Use of TradeCapture Reports for FX
John James / Self Employed 16 Jun 2010 8:51AM ET
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