Message
ExecutionReport (8)
| ID | 9 |
| Abbr Name | ExecRpt |
| Pedigree | Added FIX.2.7 |
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. Relay fill information on tradeable or restricted tradeable quotes
6. Reject orders
7. Report post-trade fees calculations associated with a trade
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. Relay fill information on tradeable or restricted tradeable quotes
6. Reject orders
7. Report post-trade fees calculations associated with a trade
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = 8 | Added FIX.2.7 | ||
37 | Y | OrderID is required to be unique for each chain of orders. | Added FIX.2.7 | ||
198 | Can be used to provide order id used by exchange or executing system. | Added FIX.4.1 | |||
526 | Added FIX.4.3 | ||||
527 | Added FIX.4.3 | ||||
11 | Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). | Added FIX.2.7 | |||
41 | Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. | Added FIX.4.1 | |||
583 | Added FIX.4.3 | ||||
693 | Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message. | Added FIX.4.4 | |||
790 | Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. | Added FIX.4.4 | |||
584 | Required if responding to an Order Mass Status Request. Echo back the value provided by the requester. | Added FIX.4.4 | |||
911 | Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. | Added FIX.4.4 | |||
912 | 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. | Added FIX.4.4 | |||
Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
229 | Added FIX.4.3 | ||||
ContraGrp | Number of ContraBrokers repeating group instances. | Added FIX.4.4 | |||
66 | Required for executions against orders which were submitted as part of a list. | Added FIX.2.7 | |||
548 | CrossID for the replacement order | Added FIX.4.3 | |||
551 | Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | Added FIX.4.3 | |||
549 | Added FIX.4.3 | ||||
17 | Y | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). | Added FIX.2.7 | ||
19 | Required for Trade Cancel and Trade Correct ExecType messages | Added FIX.2.7 | |||
150 | Y | Describes the purpose of the execution report. | Added FIX.4.1 | ||
39 | Y | Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx | Added FIX.2.7 | ||
636 | For optional use with OrdStatus = 0 (New) | Added FIX.4.3 | |||
103 | For optional use with ExecType = 8 (Rejected) | Added FIX.2.7 | |||
378 | Required for ExecType = D (Restated). | Added FIX.4.2 | |||
1 | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | Added FIX.2.7 | |||
660 | Added FIX.4.4 | ||||
581 | Specifies type of account | Added FIX.4.3 | |||
589 | Added FIX.4.3 | ||||
590 | Added FIX.4.3 | ||||
591 | Added FIX.4.3 | ||||
63 | Added FIX.2.7 | ||||
64 | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | Added FIX.2.7 | |||
544 | Added FIX.4.3 | ||||
635 | Added FIX.4.3 | ||||
Instrument | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | ||
FinancingDetails | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
UndInstrmtGrp | Number of underlyings | Added FIX.4.4 | |||
54 | Y | Added FIX.2.7 | |||
Stipulations | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
854 | Added FIX.4.4 | ||||
OrderQtyData | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. | Added FIX.4.3 | |||
40 | Added FIX.2.7 | ||||
423 | Added FIX.4.3 | ||||
44 | Required if specified on the order | Added FIX.2.7 | |||
99 | Required if specified on the order | Added FIX.2.7 | |||
PegInstructions | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
DiscretionInstructions | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
839 | The current price the order is pegged at | Added FIX.4.4 | |||
845 | The current discretionary price of the order | Added FIX.4.4 | |||
847 | The target strategy of the order | Added FIX.4.4 | |||
848 | For further specification of the TargetStrategy | Added FIX.4.4 | |||
849 | Mandatory for a TargetStrategy=Participate order and specifies the target participation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) | Added FIX.4.4 | |||
850 | For communication of the performance of the order versus the target strategy | Added FIX.4.4 | |||
15 | Added FIX.2.7 | ||||
376 | Added FIX.4.2 | ||||
377 | Added FIX.4.2 | ||||
59 | Absence of this field indicates Day order | Added FIX.2.7 | |||
168 | Time specified on the order at which the order should be considered valid | Added FIX.4.2 | |||
432 | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | Added FIX.4.2 | |||
126 | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | Added FIX.4.0 | |||
18 | Can contain multiple instructions, space delimited. | Added FIX.2.7 | |||
528 | Added FIX.4.3 | ||||
529 | Added FIX.4.3 | ||||
582 | Added FIX.4.3 | ||||
32 | 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. | Added FIX.2.7 | |||
652 | Added FIX.4.3 | ||||
31 | 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. | Added FIX.2.7 | |||
651 | Added FIX.4.3 | ||||
669 | 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. | Added FIX.4.4 | |||
194 | Applicable for F/X orders | Added FIX.4.1 | |||
195 | Applicable for F/X orders | Added FIX.4.1 | |||
30 | If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. | Added FIX.2.7 | |||
336 | Added FIX.4.2 | ||||
625 | Added FIX.4.3 | ||||
943 | Added FIX.4.4 | ||||
29 | Added FIX.2.7 | ||||
151 | Y | 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. | Added FIX.4.1 | ||
14 | Y | Currently executed quantity for chain of orders. | Added FIX.2.7 | ||
6 | Y | Added FIX.2.7 | |||
424 | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |||
425 | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |||
426 | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |||
427 | States whether executions are booked out or accumulated on a partially filled GT order | Added FIX.4.2 | |||
75 | Used when reporting other than current day trades. | Added FIX.2.7 | |||
60 | Time the transaction represented by this ExecutionReport occurred | Added FIX.2.7 | |||
113 | Added FIX.3.0 | ||||
CommissionData | 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. | Added FIX.4.3 | |||
SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
YieldData | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
381 | Added FIX.4.2 | ||||
157 | Added FIX.4.3 | ||||
230 | Added FIX.4.3 | ||||
158 | Added FIX.4.3 | ||||
159 | Added FIX.4.3 | ||||
738 | For fixed income products which pay lump-sum interest at maturity. | Added FIX.4.4 | |||
920 | For repurchase agreements the accrued interest on termination. | Added FIX.4.4 | |||
921 | For repurchase agreements the start (dirty) cash consideration | Added FIX.4.4 | |||
922 | For repurchase agreements the end (dirty) cash consideration | Added FIX.4.4 | |||
258 | Added FIX.4.3 | ||||
259 | Added FIX.4.3 | ||||
260 | Added FIX.4.3 | ||||
238 | Added FIX.4.3 | ||||
237 | Added FIX.4.3 | ||||
118 | 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. | Added FIX.4.0 | |||
119 | Used to report results of forex accommodation trade | Added FIX.4.0 | |||
120 | Used to report results of forex accommodation trade | Added FIX.4.0 | |||
155 | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | Added FIX.4.1 | |||
156 | Specifies whether the SettlCurrFxRate should be multiplied or divided | Added FIX.4.1 | |||
21 | Added FIX.4.2 | ||||
110 | Added FIX.4.2 | ||||
111 | Added FIX.4.2 | ||||
77 | For use in derivatives omnibus accounting | Added FIX.4.2 | |||
210 | Added FIX.4.2 | ||||
775 | 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. | Added FIX.4.4 | |||
58 | Added FIX.2.7 | ||||
354 | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.2 | |||
355 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.2 | |||
193 | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. | Added FIX.4.2 | |||
192 | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. | Added FIX.4.2 | |||
641 | Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of an F/X swap. | Added FIX.4.3 | |||
442 | Default is a single security if not specified. | Added FIX.4.2 | |||
480 | For CIV - Optional | Added FIX.4.3 | |||
481 | Added FIX.4.3 | ||||
513 | Reference to Registration Instructions message for this Order. | Added FIX.4.3 | |||
494 | Supplementary registration information for this Order | Added FIX.4.3 | |||
483 | For CIV - Optional | Added FIX.4.3 | |||
515 | For CIV - Optional | Added FIX.4.3 | |||
484 | For CIV - Optional | Added FIX.4.3 | |||
485 | For CIV - Optional | Added FIX.4.3 | |||
638 | Added FIX.4.3 | ||||
639 | Added FIX.4.3 | ||||
851 | Applicable only on OrdStatus of Partial or Filled. | Added FIX.4.4 | |||
ContAmtGrp | Number of contract details in this message (number of repeating groups to follow) | Added FIX.4.4 | |||
InstrmtLegExecGrp | Number of legs Identifies a Multi-leg Execution if present and non-zero. | Added FIX.4.4 | |||
797 | Added FIX.4.4 | ||||
MiscFeesGrp | Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** | Added FIX.4.4 | |||
StandardTrailer | Y | Added FIX.2.7 |
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