Skip to content
FIXtags

FIX MESSAGE 35=8

ExecutionReport

MsgType (35) = 8SingleGeneralOrderHandlingAdded FIX.2.7

Definition

The execution report message is used to:

  1. Confirm the receipt of an order
  2. Confirm changes to an existing order (i.e. accept cancel and replace requests)
  3. Relay order status information
  4. Relay fill information on working orders
  5. Reject orders
  6. Report post-trade fees calculations associated with a trade

FIX 4.2 group names/IDs were assigned during the official Orchestra translation; some mappings to later versions are approximate. This layout stays within the 4.2 source.

Message structure 126 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = 8

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX.4.2 (Always unencrypted, must be first field in message)

    2. 9 BodyLengthintRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    5. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    6. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    7. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    8. 90 SecureDataLenint—

      Required to identify length of encrypted section of message. (Always unencrypted)

    9. 91 SecureDatadata—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    10. 34 MsgSeqNumintRequired here

      (Can be embedded within encrypted data section.)

    11. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    12. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    13. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    14. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    15. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    16. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    17. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    18. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    20. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    21. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    22. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    23. 212 XmlDataLenint—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    24. 213 XmlDatadata—

      Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

    25. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

    26. 369 LastMsgSeqNumProcessedint—

      The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    27. 370 OnBehalfOfSendingTimeUTCTimestamp—

      Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

  2. 37 OrderIDStringRequired

    OrderID is required to be unique for each chain of orders.

  3. 198 SecondaryOrderIDString—

    Can be used to provide order id used by exchange or executing system.

  4. 11 ClOrdIDString—

    Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.

  5. 41 OrigClOrdIDString—

    Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

  6. 109 ClientIDString—

    Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

  7. 76 ExecBrokerString—

    Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

  8. ContraGrpRepeating groupCount tag 382—

    Number of ContraBrokers repeating group instances.

    ContraGrp definition & usage →

    1. 382 NoContraBrokersGroup count—
    2. 375 ContraBrokerString—

      First field in repeating group. Required if NoContraBrokers > 0.

    3. 337 ContraTraderString—
    4. 437 ContraTradeQtyQty—
    5. 438 ContraTradeTimeUTCTimestamp—
  9. 66 ListIDString—

    Required for executions against orders which were submitted as part of a list.

  10. 17 ExecIDStringRequired

    Must be unique for each Execution Report message

  11. 20 ExecTransTypecharRequired
  12. 19 ExecRefIDString—

    Required for Cancel and Correct ExecTransType messages

  13. 150 ExecTypecharRequired

    Describes the type of execution report. Same possible values as OrdStatus.

  14. 39 OrdStatuscharRequired

    Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

  15. 103 OrdRejReasonint—

    For optional use with ExecType = 8 (Rejected)

  16. 378 ExecRestatementReasonint—

    Required for ExecType = D (Restated).

  17. 1 AccountString—

    Required for executions against electronically submitted orders which were assigned an account by the institution

  18. 63 SettlmntTypchar—

    Absence of this field is interpreted as Regular.

  19. 64 FutSettDateLocalMktDate—

    Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

  20. 55 SymbolStringRequired
  21. 65 SymbolSfxString—
  22. 48 SecurityIDString—
  23. 22 IDSourceString—
  24. 167 SecurityTypeString—

    Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

  25. 200 MaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Required if MaturityDay is specified.

  26. 205 MaturityDayDayOfMonth—

    Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

  27. 201 PutOrCallint—

    For Options.

  28. 202 StrikePricePrice—

    For Options.

  29. 206 OptAttributechar—

    For Options.

  30. 231 ContractMultiplierfloat—

    For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

  31. 223 CouponRatefloat—

    For Fixed Income.

  32. 207 SecurityExchangeExchange—

    Can be used to identify the security.

  33. 106 IssuerString—
  34. 348 EncodedIssuerLenint—

    Must be set if EncodedIssuer field is specified and must immediately precede it.

  35. 349 EncodedIssuerdata—

    Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

  36. 107 SecurityDescString—
  37. 350 EncodedSecurityDescLenint—

    Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

  38. 351 EncodedSecurityDescdata—

    Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

  39. 54 SidecharRequired
  40. 38 OrderQtyQty—

    Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order.

  41. 152 CashOrderQtyQty—

    Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills.

  42. 40 OrdTypechar—
  43. 44 PricePrice—

    Required if specified on the order

  44. 99 StopPxPrice—

    Required if specified on the order

  45. 211 PegDifferencePriceOffset—

    Required if specified on the order

  46. 388 DiscretionInstchar—

    Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

  47. 389 DiscretionOffsetPriceOffset—

    Amount (signed) added to the "related to" price specified via DiscretionInst.

  48. 15 CurrencyCurrency—
  49. 376 ComplianceIDString—
  50. 377 SolicitedFlagBoolean—
  51. 59 TimeInForcechar—

    Absence of this field indicates Day order

  52. 168 EffectiveTimeUTCTimestamp—

    Time specified on the order at which the order should be considered valid

  53. 432 ExpireDateLocalMktDate—

    Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

  54. 126 ExpireTimeUTCTimestamp—

    Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

  55. 18 ExecInstMultipleValueString—

    Can contain multiple instructions, space delimited.

  56. 47 Rule80Achar—
  57. 32 LastSharesQty—

    Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.

  58. 31 LastPxPrice—

    Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

  59. 194 LastSpotRatePrice—

    Applicable for F/X orders

  60. 195 LastForwardPointsPriceOffset—

    Applicable for F/X orders

  61. 30 LastMktExchange—
  62. 336 TradingSessionIDString—
  63. 29 LastCapacitychar—
  64. 151 LeavesQtyQtyRequired

    Amount of shares 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.

  65. 14 CumQtyQtyRequired

    Currently executed shares for chain of orders.

  66. 6 AvgPxPriceRequired
  67. 424 DayOrderQtyQty—

    For GT orders on days following the day of the first trade.

  68. 425 DayCumQtyQty—

    For GT orders on days following the day of the first trade.

  69. 426 DayAvgPxPrice—

    For GT orders on days following the day of the first trade.

  70. 427 GTBookingInstint—

    States whether executions are booked out or accumulated on a partially filled GT order

  71. 75 TradeDateLocalMktDate—

    Used when reporting other than current day trades.

  72. 60 TransactTimeUTCTimestamp—

    Time the transaction represented by this ExecutionReport occurred

  73. 113 ReportToExchBoolean—
  74. 12 CommissionAmt—

    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.

  75. 13 CommTypechar—
  76. 381 GrossTradeAmtAmt—
  77. 119 SettlCurrAmtAmt—

    Used to report results of forex accommodation trade

  78. 120 SettlCurrencyCurrency—

    Used to report results of forex accommodation trade

  79. 155 SettlCurrFxRatefloat—

    Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

  80. 156 SettlCurrFxRateCalcchar—

    Specifies whether the SettlCurrFxRate should be multiplied or divided

  81. 21 HandlInstchar—
  82. 110 MinQtyQty—
  83. 111 MaxFloorQty—
  84. 77 OpenClosechar—

    For options

  85. 210 MaxShowQty—
  86. 58 TextString—
  87. 354 EncodedTextLenint—

    Must be set if EncodedText field is specified and must immediately precede it.

  88. 355 EncodedTextdata—

    Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  89. 193 FutSettDate2LocalMktDate—

    Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.

  90. 192 OrderQty2Qty—

    Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.

  91. 439 ClearingFirmString—
  92. 440 ClearingAccountString—
  93. 442 MultiLegReportingTypechar—

    Default is a single security if not specified.

  94. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthint—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 Signaturedata—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)

In context

Read an ExecutionReport FIX 4.4 walkthrough →