| ID | 37663 |
The Execution Correction event denotes the ’corrected’ execution details (i.e., executed price and/or quantity) on a summary basis. This event is applicable where the execution is either amended or cancelled and there should be only one single Execution Correction event per parent order which might consist of multiple child order splits and executions.
When performing execution amendment or cancellation to an order, In-Scope Brokers should not present the workflow specifics illustrating how executions are corrected but only the outcome of a correction. i.e., regardless of whether a correction is performed by (i) directly amending one or more existing execution details, (ii) allocating the executions first to an In-Scope Broker’s error account and providing a new execution for the order, or (iii) via any other method. If a correction is performed more than one time, only the final correction of the day needs to be presented in the DS-OL format. There should be no additional Execution event for an order after the Execution Correction event.
31 | Y | The indicator of the event type as defined by the enumeration specifications. | |||
32 | Y | The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time. | |||
36 | This field is used in conjunction with the eventDateTime, if the timestamp in eventDateTime is not granular enough to accurately reconstruct the sequence of events. | ||||
53 | Y | An identifier assigned to the top parent order which should be unique throughout its life cycle. | |||
72 | Y | Indicates the security to be traded by the order, e.g. '0001.HK'. | |||
73 | Y | Specifies the type of the ID used in the securityID field, e.g. RIC, SEDOL, ISIN, etc. as defined by the Data Standards enumeration specifications. | |||
76 | Y | Indicates whether the order is a Buy, Sell, Short Sell or Short Sell Exempt, etc. as defined by the Data Standards enumeration specifications. | |||
42 | Y | Key string for an internal mnemonic used by the In-Scope Broker for an Execution Venue, which can be industry standards such as ISO MIC code, or non-standard venue name as defined by the In-Scope Broker. In both cases, it should map to the In-Scope Broker’s Reference Data Dictionary. This field is not applicable to allocation fills from aggregated orders. | |||
79 | Y | A free text string name or identifier of the primary system recording the event, e.g. OMS, Algo, etc. as defined by the In-Scope Broker. | |||
83 | Indicates the name or identifier of the trader processing or monitoring the order. An In- Scope Broker can use a system user name (or a valid filler value) for automated trade processes such as low touch order. This must map to the In-Scope Broker’s Reference Data Dictionary. | ||||
51 | Y | 'true' indicates an Internalised Trade. | |||
82 | Indicates the code of the trading book that the position was booked under. For manually filled order, this field indicates the internal book used by the In-Scope Broker to manually fill the order from its own inventory. | ||||
21 | Indicates the counterparty for an internally crossed trade, which could be the internal clientID or an exchange 'broker code'. | ||||
23 | Y | ‘true’ indicates that the trade is an internally crossed trade by the In-Scope Broker, either against another agency client or a proprietary desk for facilitated orders. | |||
38 | Y | Specifies the capacity in which the execution was traded, e.g. 'agency', 'principal', 'cross as agency' or 'cross as principal'. | |||
39 | Y | An identifier generated by the In-Scope Broker for individual Execution or Execution Correction events. This field is not necessarily the execution ID provided by an exchange. | |||
40 | Y | The price executed in the market, as a cross, or against an internal book. Use 'zero' in Execution Correction event when cancelling an execution for the client. | |||
41 | Y | In an Execution event, indicates the executed quantity at an Execution Venue. When used in an Execution Correction event, indicates the sum of executed quantity after the correction. | |||
78 | Only required in client-side order executions for executions allocated from an aggregated order to constituent orders. Key string for an internal mnemonic used by the In-Scope Broker to refer to Execution Venue where the order is executed. E.g. if the Execution Venue of an aggregated order is showing executionVenue=XHKG, then the constituent orders should show sourceExecVenue=XHKG. | ||||
37 | Y | Indicates the sum of executed quantity cancelled from a client order in an Execution Correction event. | |||
56 | 'true' indicates the execution is for an odd lot or a special lot. | ||||
84 | Indicates during which corresponding exchange trading session that off-exchange executions are effected by the In-Scope Broker, e.g. manual fills, internal crossing or ALP executions. |
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