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Foreign Exchange
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Re: Use of TradeCapture Reports for FX
John James / Self Employed
24 Jun 2010 11:10AM ET Hello All - sorry to bring this up again - but was rather hoping someone would be able to provide some input to my query, or is this something that hasn't been properly addressed before ?
thanks
j
> 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
Re: Use of TradeCapture Reports for FX
John James / Self Employed 24 Jun 2010 11:10AM ET
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