ExecutionReport

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

Required if provided on the order message. Echo back the value provided in the order message.

Can be used to link execution to the MassOrder(35=DJ) message.

Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11).

In the case of quotes can be mapped to:

• QuoteID(117) of a single Quote(35=S)

• QuoteEntryID(299) of a MassQuote(35=i)

• BidID(390) or OfferID(1867) of a two-sided Quote(35=S)

• MassOrderReportID(2424) of a MassOrderAck(35=DK)

In the case of quotes can be mapped to:

o QuoteMsgID(1166) of a single Quote(35=S)

o QuoteID(117) of a MassQuote(35=i)

Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.

Reference to the MDEntryID(278) of this order or quote in the market data.

Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message.

Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester.

Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester.

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs

Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned.

Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request.

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

CrossID for the replacement order

Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G).

Conditionally required when RefRiskLimitCheckID(2334) is specified.

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)).

Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct).

Describes the purpose of the execution report.

Can be used to provide further detail for ExecType(150) field.

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

For optional use with OrdStatus = 0 (New)

For optional use with ExecType = 8 (Rejected)

Reason description for rejecting the transaction request.

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

Required for ExecType = D (Restated).

For optional use in algo trials.

If ExecType(150)=F (Trade), indicates the algorithm used for last fill.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades. Conditionally requires presence of TrdType(828).

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

May be used to bilaterally inform counterparty of trade reporting status.

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

Specifies type of account

Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values.

Required for NDFs to specify the "value date".

Available for optional use when Side(54) = 6(Sell short exempt).

Required if specified on the order

Required if specified on the order

The current price the order is pegged at

The reference price of a pegged order.

The current discretionary price of the order

Required if specified on the order

The target strategy of the order

For further specification of the TargetStrategy

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)

For communication of the performance of the order versus the target strategy

Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

Absence of this field indicates Day order

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

Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified.

Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified.

Conditionally required when TimeInForce(59)=10 (Good for Time)

Can contain multiple instructions, space delimited.

Applies to trades resulting from the order.

Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used.

If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for.

Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade.

Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event.

Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition(1839)=17 (Price is pending) or 18 (Price is not applicable) is used.

Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.).

If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at.

Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap.

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.

Applicable for F/X orders

Applicable for F/X orders

Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount).

If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed.

Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14).

Currently executed quantity for chain of orders.

Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84).

Not required for markets where average price is not calculated by the market.

Conditionally required otherwise.

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

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

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

Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17).

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

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

Used when reporting other than current day trades.

Time the transaction represented by this ExecutionReport(35=8) occurred.

For fixed income products which pay lump-sum interest at maturity.

For repurchase agreements the accrued interest on termination.

For repurchase agreements the start (dirty) cash consideration.

For repurchase agreements the end (dirty) cash consideration.

On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field.

Used to report results of forex accommodation trade.

Used to report results of forex accommodation trade.

Required for Non-Deliverable Forwards.

Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120).

Specifies whether the SettlCurrFxRate(155) should be multiplied or divided.

May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.

May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation.

For use in derivatives omnibus accounting

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.

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

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

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

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

Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.

Default is a single security if not specified.

For contingency orders, the type of contingency as specified in the order.

For CIV - Optional

Reference to Registration Instructions message for this Order.

Supplementary registration information for this Order

For CIV - Optional

For CIV - Optional

For CIV - Optional

For CIV - Optional

Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled).

May be used for cross orders submitted with single order messages.

May be used for cross orders submitted with single order messages.

Can be used to highlight change of order ownership.

May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report.

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.