Message
OrderExecuted (E)
| ID | 14 |
An Executed Order Message informs you that all or part of an order has been executed.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
51 | Order Executed Message. | ||||
49 | Y | Expressed as nanoseconds since midnight. | |||
53 | Y | The UserRefNum of the order being executed. | |||
40 | Y | The incremental number of shares just executed. | |||
38 | Y | The price at which the shares were executed. | |||
23 | Y | Liquidity flag the order would have received. | |||
25 | 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 | Y | The length of the remaining Optional Appendage field. | |||
29 | Y | Field is missing from the PDF spec The available options supported on this message are: UserRefIdx |
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