ExecutionReport Message

<ExecRpt/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = 8
ApplicationSequenceControl ApplSeqCtrl For use in drop copy applications. NOT FOR USE in transactional applications.
37 OrderID OrdID Yes OrderID is required to be unique for each chain of orders.
198 SecondaryOrderID OrdID2 Can be used to provide order id used by exchange or executing system.
526 SecondaryClOrdID ClOrdID2 In the case of quotes can be mapped to:
- QuoteID(117) of a single Quote
- QuoteEntryID(299) of a Mass Quote.
527 SecondaryExecID ExecID2
11 ClOrdID ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11).
In the case of quotes can be mapped to:
- QuoteMsgID(1166) of a single Quote
- QuoteID(117) of a Mass Quote.
41 OrigClOrdID OrigClOrdID Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
583 ClOrdLinkID ClOrdLinkID
693 QuoteRespID RspID Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.
790 OrdStatusReqID StatReqID Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
584 MassStatusReqID MassStatReqID Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
961 HostCrossID HstCxID Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
911 TotNumReports TotNumRpts Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.
912 LastRptRequested LastRptReqed Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
229 TradeOriginationDate OrignDt
ContraGrp Contra Number of ContraBrokers repeating group instances.
66 ListID ListID Required for executions against orders which were submitted as part of a list.
548 CrossID CrssID CrossID for the replacement order
551 OrigCrossID OrigCrssID Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
549 CrossType CrssTyp
880 TrdMatchID MtchID
17 ExecID ExecID Yes Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
19 ExecRefID ExecRefID Required for Trade Cancel and Trade Correct ExecType messages
150 ExecType ExecTyp Yes Describes the purpose of the execution report.
39 OrdStatus OrdStat Yes Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636 WorkingIndicator WorkingInd For optional use with OrdStatus = 0 (New)
103 OrdRejReason RejRsn For optional use with ExecType = 8 (Rejected)
378 ExecRestatementReason ExecRstmtRsn Required for ExecType = D (Restated).
1 Account Acct Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660 AcctIDSource AcctIDSrc
581 AccountType AcctTyp Specifies type of account
589 DayBookingInst DayBkngInst
590 BookingUnit BkngUnit
591 PreallocMethod PreallocMeth
70 AllocID AllocID
PreAllocGrp PreAll Pre-trade allocation instructions.
63 SettlType SettlTyp
64 SettlDate SettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
574 MatchType MtchTyp
1115 OrderCategory OrdCat
544 CashMargin CshMgn
635 ClearingFeeIndicator ClrFeeInd
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly Number of underlyings
54 Side Side Yes
Stipulations Stip Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
854 QtyType QtyTyp
OrderQtyData OrdQty Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
**IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. **
1093 LotType LotTyp
40 OrdType OrdTyp
423 PriceType PxTyp
44 Price Px Required if specified on the order
1092 PriceProtectionScope PxPrtScp
99 StopPx StopPx Required if specified on the order
TriggeringInstruction TrgrInstr Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
PegInstructions PegInstr Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions DiscInstr Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
839 PeggedPrice PeggedPx The current price the order is pegged at
1095 PeggedRefPrice PggdRefPx The reference price of a pegged order.
845 DiscretionPrice DsctnPx The current discretionary price of the order
847 TargetStrategy TgtStrategy The target strategy of the order
StrategyParametersGrp StrpPrmGrp Strategy parameter block
848 TargetStrategyParameters (Deprecated in FIX.5.0) TgtStrategyParameters (Deprecated from this message as of FIX.5.0)For further specification of the TargetStrategy
849 ParticipationRate (Deprecated in FIX.5.0) ParticipationRt (Deprecated from this message as of FIX.5.0)Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate.
For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
850 TargetStrategyPerformance TgtStrategyPerformance For communication of the performance of the order versus the target strategy
15 Currency Ccy
376 ComplianceID ComplianceID
377 SolicitedFlag SolFlag
59 TimeInForce TmInForce Absence of this field indicates Day order
168 EffectiveTime EfctvTm Time specified on the order at which the order should be considered valid
432 ExpireDate ExpireDt Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126 ExpireTime ExpireTm Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
18 ExecInst ExecInst Can contain multiple instructions, space delimited.
1057 AggressorIndicator AgrsrInd
528 OrderCapacity Cpcty
529 OrderRestrictions Rstctions
1091 PreTradeAnonymity PrTrdAnon
582 CustOrderCapacity CustCpcty
32 LastQty LastQty Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
1056 CalculatedCcyLastQty CalcCcyLastQty Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade.
1071 LastSwapPoints LastSwapPnts Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event.
652 UnderlyingLastQty UndLastQty
31 LastPx LastPx Price of this (last) fill. Required if ExecType = Trade or Trade Correct.
Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ).
If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap.
651 UnderlyingLastPx UndLastPx
669 LastParPx LastParPx Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
194 LastSpotRate LastSpotRt Applicable for F/X orders
195 LastForwardPoints LastFwdPnts Applicable for F/X orders
30 LastMkt LastMkt If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
336 TradingSessionID SesID
625 TradingSessionSubID SesSub
943 TimeBracket TmBkt
29 LastCapacity LastCpcty
151 LeavesQty LeavesQty Yes Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
14 CumQty CumQty Yes Currently executed quantity for chain of orders.
6 AvgPx AvgPx Not required for markets where average price is not calculated by the market.
Conditionally required otherwise.
424 DayOrderQty DayOrdQty For GT orders on days following the day of the first trade.
425 DayCumQty DayCumQty For GT orders on days following the day of the first trade.
426 DayAvgPx DayAvgPx For GT orders on days following the day of the first trade.
1361 TotNoFills TotNoFills Used to support fragmentation. Sum of NoFills across all messages with the same ExecID.
893 LastFragment LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
FillsGrp FillsGrp Specifies the partial fills included in this Execution Report
427 GTBookingInst GTBkngInst States whether executions are booked out or accumulated on a partially filled GT order
75 TradeDate TrdDt Used when reporting other than current day trades.
60 TransactTime TxnTm Time the transaction represented by this ExecutionReport occurred
113 ReportToExch RptToExch
CommissionData Comm Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData Yield Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
381 GrossTradeAmt GrossTrdAmt
157 NumDaysInterest NumDaysInt
230 ExDate ExDt
158 AccruedInterestRate AcrdIntRt
159 AccruedInterestAmt AcrdIntAmt
738 InterestAtMaturity IntAtMat For fixed income products which pay lump-sum interest at maturity.
920 EndAccruedInterestAmt EndAcrdIntAmt For repurchase agreements the accrued interest on termination.
921 StartCash StartCsh For repurchase agreements the start (dirty) cash consideration
922 EndCash EndCsh For repurchase agreements the end (dirty) cash consideration
258 TradedFlatSwitch TrddFlatSwitch
259 BasisFeatureDate BasisFeatureDt
260 BasisFeaturePrice BasisFeaturePx
238 Concession Concession
237 TotalTakedown TotTakedown
118 NetMoney NetMny Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119 SettlCurrAmt SettlCurrAmt Used to report results of forex accommodation trade
120 SettlCurrency SettlCcy Used to report results of forex accommodation trade
155 SettlCurrFxRate SettlCurrFxRt Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156 SettlCurrFxRateCalc SettlCurrFxRtCalc Specifies whether the SettlCurrFxRate should be multiplied or divided
21 HandlInst HandlInst
110 MinQty MinQty
1089 MatchIncrement MtchInc
1090 MaxPriceLevels MxPxLvls
DisplayInstruction DsplyInstr Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"
111 MaxFloor (Deprecated in FIX.5.0) MaxFloor
77 PositionEffect PosEfct For use in derivatives omnibus accounting
210 MaxShow (Deprecated in FIX.5.0) MaxShow (Deprecated from this message as of FIX.5.0)
775 BookingType BkngTyp Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
58 Text Txt
354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
193 SettlDate2 (Deprecated in FIX.5.0) SettlDt2 (Deprecated from this message as of FIX.5.0) Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192 OrderQty2 (Deprecated in FIX.5.0) Qty2 (Deprecated from this message as of FIX.5.0) Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
641 LastForwardPoints2 (Deprecated in FIX.5.0) LastFwdPnts2 Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.
442 MultiLegReportingType MLegRptTyp Default is a single security if not specified.
480 CancellationRights CxllationRights For CIV - Optional
481 MoneyLaunderingStatus MnyLaunderingStat
513 RegistID RegistID Reference to Registration Instructions message for this Order.
494 Designation Designation Supplementary registration information for this Order
483 TransBkdTime TransBkdTm For CIV - Optional
515 ExecValuationPoint ExecValuationPoint For CIV - Optional
484 ExecPriceType ExecPxTyp For CIV - Optional
485 ExecPriceAdjustment ExecPxAdjment For CIV - Optional
638 PriorityIndicator PriInd
639 PriceImprovement PxImprvmnt
851 LastLiquidityInd LastLqdtyInd Applicable only on OrdStatus of Partial or Filled.
ContAmtGrp ContAmt Number of contract details in this message (number of repeating groups to follow)
InstrmtLegExecGrp Exec Number of legs
Identifies a Multi-leg Execution if present and non-zero.
797 CopyMsgIndicator CopyMsgInd
MiscFeesGrp MiscFees Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group.
** Nested Repeating Group follows **
1380 DividendYield DividendYield
1028 ManualOrderIndicator ManOrdInd
1029 CustDirectedOrder CustDrctdOrd
1030 ReceivedDeptID RcvdDptID
1031 CustOrderHandlingInst CustOrdHdlInst
1032 OrderHandlingInstSource OrdHndlInstSrc
TrdRegTimestamps TrdRegTS
1188 Volatility Vol
1189 TimeToExpiration TmToExp
1190 RiskFreeRate RFR
811 PriceDelta PxDelta
StandardTrailer Trlr Yes