EP077 – FIXML Trade Capture Report Gap Analysis

Extends the FIXML Trade Capture Report to provide a standard transaction-level reporting format for the CFTC. It adds venue type, market and market-segment identifiers, side execution ID, order delay and time unit, and regulatory timestamp information. A new TradeReportOrderDetails component separates execution-enabling order data from post-trade information and carries order identifiers, status, type, price, quantity, time-in-force, display, capacity and modification details.