FX Reporting API
NOTE: The Reporting API is not in production yet.
The FX Reporting API is a REST based API that will provide client access to a suite of reports, including the Daily Confirmation Statement (DCS) of completed trades, and audit reports such as the Orders History Report. The API will provide access to specific client reports on a near-real time basis. The API supports the following formats: JSON, CSV and XML. The Bulk API functionality is available for retrieval of larger reports. The reporting API is for reports on the FX venues, regardless of the channel used to submit the orders, e.g. API, FXT, FXall and Workspace.
The FX Reporting API provides programmatic access for applications to retrieve the Daily Confirmation Statements and Audit reports. This will replace the current programmatic access for applications to retrieve reports on the existing Refinitiv FX Trade Reporting (https://fxreporting.trading.refinitiv.net/Dx/DxnHtm/default.htm).
The main reports covered by the API are:
- Daily Confirmation Statement
- Orders History Report
Daily Confirmation Statement
The Daily Confirmation Statement is a report of the matches executed on the FX venues for the requested date.
The report contains the executed match details such as: Trader ID, Deal Time, Currency Pair, Tenor, Executed Price, and Quantity.
The API allows the client to specify the date, trade code, venue, and report name (for spot, swap or NDF).
Orders History Report
The report is designed to meet customer market surveillance and compliance purposes as well as additionally providing data for customer analytics. The report shows the orders submitted by the client for the requested date period. This will replace the existing Orders Compliance Report and Matching Orders Enhanced Report in Refinitiv FX Trade Reporting.
The report will provide a full history of all transactions performed on a given order, including any executions, trade corrects, cancellation and expiry. The report contains order details such as: Trader ID, Transact Time, Order Status, Currency Pair, Tenor, Price, and Order Quantity.
For orders that result in matches, the API will also provide details of the executed matches.