Requesting Histories

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Imported from previous forum

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Hi,

I have a requirement to request order/trade history information and cannot find the appropriate message to use. I need to be able to request:

  1. All trades between two dates.
  2. All orders between two dates and have their current status, order type, all price and quantity fields (as a minimum).
  3. All orders that are still pending in the market for a specific account.

From what I can see, a trade capture report will only fulfil the first requirement and an order mass status request doesn’t have enough fields to filter enough records. Can anyone advise which messages I should be using?

Any help would be much appreciated.