Indexes

Message Layouts
Session
General
OrderEntry
MarketData

Message

ExecutionReport (8)

ID56

Report on what has happened to an order.

Field
Name
Type
Req'd
Comments
Pedigree
Y
17
Y

Unique identifier of execution message, or "0" for ExecType='I' (Order Status).

150
Y
Y
Y
37
Y
278

Reference to the MDEntryID of this order in the market data.

11

Conditionally required when this message is a response to a submitted order.

41

Conditionally required when not unsolicited and ExecType is '4' (Canceled) or '5' (Replaced).

39
Y
636

Indicates if the order is currently being worked. Applicable for OrdStatus = "New" and OrdStatus = "Partially filled". Absence means 'Y'.

151
Y
14
Y
1093

Defines the lot type assigned to the order.

6

Average traded price.

103

Code to identify reason for order rejection.

378

Reason for an Execution Report message sent when communicating an unsolicited cancel.

20028

Indicates the priority of the order in the orderbook in comparison to other orders on the same level. Higher value means lower priority. Custom field.

528

Designates the capacity of the firm placing the order.

1724

Identifies the origin of the order. Absence means non DEA.

584

Value assigned by issuer of Mass Status Request to uniquely identify the request.

912

Indicates that this is the last Execution Report which will be returned as a result of the request.

58

Error message.

Y

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