Execution Report (35=8)

Tag

Field Name

Req’d

Type

Comments
Header

8

BeginString

Y

String

Identifies beginning of new message and contains FIX protocol version. Always first field in message. Value must be set to FIX.4.2 or FIX.4.4

9

BodyLength

Y

Int

Number of bytes in message body.

35

MsgType

Y

String

Identifies FIX message type.

34

MsgSeqNum

Y

Int

Message sequence number

43

PossDupFlag

C

Boolean

Indicates possible retransmission of message with this sequence number Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. Valid values: - Y: Possible duplicate - N: Original transmission

49

SenderCompID

Y

String(32)

Trader logon name

50

SenderSubID

N

String

Identifies specific message originator If present, will be sent to exchange as-is (where applicable)

52

SendingTime

Y

UTC Timestamp

Time of message transmission

56

TargetCompID

Y

String(32)

Identifies entity receiving the message. Not validated by server.

116

OnBehalfOfSubID

N

String(32)

Trading partner SubID used when delivering messages via a third party.

122

OrigSendingTime

C

UTCTimestamp

Original time of message transmission when transmitting orders as the result of a resend request. Always required for messages resent as a result of a ResendRequest. If data is not available set to same value as SendingTime

129

DeliverToSubID

N

String(32)

Trading partner SubID used when delivering messages via a third party.

142

SenderLocationID

N

String(32)

Identifies specific message originator’s location (i.e. geographic location and/or desk, trader) If present, will be sent to exchange as-is (where applicable)

1

Account

Y

String

Client account

11

ClOrdID

N

String

Order identifier assigned by client. Sent when available

14

CumQty

N

Int

Total number of shares that have filled over the life of this order.

15

Currency

N

Currency

Currency 3-char ISO-4217 alphabetic code associated with the price

17

ExecID

Y

String

Identifier generated by the Server for this execution report.

19

ExecRefID

C

String

Identifies ExecID of the original fill in case of fill correction, fill cancel or fill bust.

31

LastPx

C

Price

If Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill), this tag indicates the price at which the fill occurred.

32

LastShares

C

Int

If Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill), this tag indicates quantity of shares bought/sold on this (last) fill.

37

OrderID

Y

String

Order identifier assigned by server

38

OrdQty

Y

Qty

Total order quantity

39

OrdStatus

Y

Char
Identifies the current status of an order. Valid values:

  • 0: New

  • 1: Partially filled

  • 2: Filled

  • 4: Canceled

  • 5: Replaced

  • 6: Pending Cancel

  • 8: Rejected

  • 9: Suspended

  • A: Pending New

  • C: Expired

  • E: Pending Replace

40

OrdType

Y

Char
Order type

  • 1: Market

  • 2: Limit

  • 3: Stop

  • 4: StopLimit

  • K: Market with Leftover as Limit

41

OrigClOrdID

N

String

Original Order identifier previously sent in ClOrdID(11). Sent when available

44

Price

C

Price
Limit price. Required when OrdType(40) is:

  • 2: Limit

  • 4: Stop-Limit

54

Side

Y

Char
Order side

  • 1: Buy

  • 2: Sell

58

Text

N

String

Reject reason when ExecType(150)=Reject(8)

59

TimeInForce

Y

Char
Order lifetime

  • 0: Day

  • 1: Good till cancel

  • 3: Immediate or cancel

  • 4: Fill or kill

  • 6: Good till date

60

TransactTime

Y

UTCTimestamp

Time of execution

75

TradeDate

C

LocalMktDate

Required for ExecType=1 or 2

77

OpenClose

N

Char

Indicates whether the order opens or closes a position.

Possible values: - O: Open (default if not specified) - C: Close

99

StopPx

C

Price
Stop price. Required when OrdType(40) is:

  • 3: Stop

  • 4: Stop-Limit

103

OrdRejReason

C

Int

Sent when ExecType(150) = Reject(8)

110

MinQty

N

Qty
Minimum quantity to be executed

Required when tag59-TimeInForce=3 (FillAndKill)

150

ExecType

Y

Char
Describes the nature of the execution report. Valid values:

  • 0: New

  • 4: Canceled

  • 5: Replaced

  • 6: Pending Cancel

  • 8: Rejected

  • 9: Suspended

  • C: Expired

  • E: Pending Replace

  • F: Trade

  • I: Order Status

151

LeavesQty

Y

Qty

Amount of shares open for further execution. Always 0 if OrdType (tag 39) = 4 (Canceled).

198

SecondaryOrderID

N

String

Value of OrderID(37) assigned by the execution system

1138

DisplayQty

N

Qty

Disclosed quantity. Used for iceberg orders

378

ExecRestatementReason

N

Int
Identifies origin of the order cancellation. Not sent on cancellations requested using 35=F(OrderCancelRequest)

  • 4: Broker

  • 8: Exchange

  • 99: Other

  • 201: Self Match Prevention

  • 202: Mass Cancel

432

ExpireDate

C

LocalMktDate

Required when TimeInForce(59) = 6(Good till date)

442

MultiLegReportingType

C

Char
Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
Valid values:

  • 1: Single Security (default if not specified)

  • 2: Individual leg of a multi-leg security

  • 3: Multi-leg security

1028

ManualOrderIndicator

N

Boolean

  • Y: Manual

  • N: Automated

528

OrderCapacity

N

Char
Capacity of the firm placing the order.

  • A: Agency

  • P: Principal

  • R: Riskless Principal

582

CustOrderCapacity

N

Int
Capacity of customer placing the order.

  • 1: Member trading for own account

  • 2: Clearing Firm trading for its proprietary account

  • 3: Member trading for another member

  • 4: All other
Trailer

10

Checksum

Y

String

Three byte checksum.

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).