FX - TradeCaptureReport

, ,
1

Imported from previous forum

2

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

3

Take a look at FIX4.4 spec at

http://fixprotocol.org/specifications/

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

4

[ original email was from Igor Nagirner - inagirner@ebs.com ]
> 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
Version 5.0 of the protocol has much richer support for FX specific trading.
http://fixprotocol.org/specifications/fix5.0spec

5

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

6

[ original email was from Matt Simpson - msimpson@cme.com ]
As previously stated FIX 5.0 provides improved support for FX order and trade reporting. CME has implemented FX Trade Capture Reporting and samples can be found the link below starting on page 23.

http://www.cme.com/files/FIXMLClearingConfirmTradeCapture.pdf

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