OrderExecuted | Nasdaq OUCH | Community

Message

OrderExecuted (E)

An Executed Order Message informs you that all or part of an order has been executed.

51	Type	TypeCodeSet		Order Executed Message.
49	Timestamp	Timestamp	Y	Expressed as nanoseconds since midnight.
53	UserRefNum	UserRefNum	Y	The UserRefNum of the order being executed.
40	Quantity	Integer	Y	The incremental number of shares just executed.
38	Price	Price	Y	The price at which the shares were executed.
23	LiquidityFlag	LiquidityFlagCodeSet	Y	Liquidity flag the order would have received.
25	MatchNumber	Numeric	Y	Assigned by the exchange to identify the trade. Both the buy and the sell executions participating in the trade will share the same match number.
2	AppendageLength	Integer	Y	The length of the remaining Optional Appendage field.
29	OptionalAppendage	TagValue	Y	Field is missing from the PDF spec The available options supported on this message are: UserRefIdx