<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40"><head><meta http-equiv=Content-Type content="text/html; charset=us-ascii"><meta name=Generator content="Microsoft Word 15 (filtered medium)"><style><!--
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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link="#0563C1" vlink="#954F72"><div class=WordSection1><p class=MsoNormal><span style='color:#1F497D'>Hi All,<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>I have to create a TradeCaptureReport (35=AE) message using TradeExecutionReport(35=8).<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>For example: If I have received the trade execution report(35=8) as below:<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>8=FIX.4.4 9=315 35=8 34=1813 49=CITIFX-UAT 50=FXSpot 52=20140212-14:25:31.508 <o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>56=KRISCAP2-TRADE 6=1.35637 11=EURUSDCiti_021220140225131832 14=1000000 15=EUR <o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>17=587619104 31=1.35637 32=1000000 37=860248864 38=1000000 39=2 40=D 44=1.35637 <o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>54=2 55=EURUSD 60=20140212-14:25:31 64=20140214 75=20140212 150=2 151=0 <o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>168=20140212-14:25:13 10=095.<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>Then what should the TradeCaptureReport be like? <o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>Please help me by creating one sample message of 35=AE message using above 35=8 message.<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal><span style='color:#1F497D'>Thanks in advance. Your help will be appreciated.<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-IN style='font-size:9.0pt;font-family:"Century Gothic","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-IN style='font-size:9.0pt;font-family:"Century Gothic","sans-serif";color:#1F497D'>Thanks & Regards,</span><b><span lang=EN-IN style='font-family:"Century Gothic","sans-serif";color:#1F497D'><o:p></o:p></span></b></p><p class=MsoNormal><b><span lang=EN-IN style='font-family:"Century Gothic","sans-serif";color:#0F243E'>Nirjhar Jain</span></b><span lang=EN-IN style='font-size:9.0pt;font-family:"Century Gothic","sans-serif";color:#0F243E'><o:p></o:p></span></p><p class=MsoNormal><span lang=EN-IN style='font-size:8.0pt;font-family:"Century Gothic","sans-serif";color:#1F497D'>Software Engineer<o:p></o:p></span></p></div></body></html>