quickfix-developers

[Quickfix-developers] Where to make the trade capture request.

[Shankar K. <skr...@jw...>]

 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks

 

 

RE: [Quickfix-developers] Where to make the trade capture request.

[James C. D. <jc...@co...>]

Shankar,
If you are using FIX 4.4 or 4.3 there are four messages around trade
capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck,
TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be able
to clear up the use of these messages. The request messages would be sent
from your application using the SendToTarget method.
 
If you are using a version prior to 4.3 the typical trade capture mechanism
is the "Drop Copy" which is an ExecutionReport Message. These messages
typically do not require a request from the initiator.
 
Jim

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: Friday, February 03, 2006 8:26 AM
To: qui...@li...
Subject: [Quickfix-developers] Where to make the trade capture request.



 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks