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Examples of the field information that can be included withinTradeCapturemessage are below. The table below is not exhaustive as many venues use custom Fix Tags to convey a significant amount of counterparty information
| Number | Fix Tag | Name | Description | JSON Example |
|---|---|---|---|---|
| 1 | "17" | "ExecID" | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. | |
| 2 | "30" | "LastMkt" | Market of execution for the last fill, or an indication of the market where an order was routed. | {"LastMkt":{"ID":"Hotspot"}} |
| 3 | "375" | "ContraBroker" | Identifies the contra broker. | |
| 4 | "1" | "Account" | Account mnemonic as agreed between buy and sell sides |
| Info | ||
|---|---|---|
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Where Counterparty handling is employed, the feature operates across all Feeds/Connections, and cannot be isolated to individual sessions. |
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