Message ExecutionReport (8)

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

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = 8 Y FIX.2.7
37 OrderID OrderID is required to be unique for each chain of orders. Y FIX.2.7
198 SecondaryOrderID Can be used to provide order id used by exchange or executing system. FIX.4.1
526 SecondaryClOrdID FIX.4.3
527 SecondaryExecID FIX.4.3
11 ClOrdID 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). FIX.2.7
41 OrigClOrdID 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. FIX.4.1
583 ClOrdLinkID FIX.4.3
693 QuoteRespID Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message. FIX.4.4
790 OrdStatusReqID Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. FIX.4.4
584 MassStatusReqID Required if responding to a Order Mass Status Request. Echo back the value provided by the requester. FIX.4.4
911 TotNumReports Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. FIX.4.4
912 LastRptRequested 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. FIX.4.4
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate FIX.4.3
ImplicitBlockRepeating ContraGrp Number of ContraBrokers repeating group instances. FIX.4.4
66 ListID Required for executions against orders which were submitted as part of a list. FIX.2.7
548 CrossID CrossID for the replacement order FIX.4.3
551 OrigCrossID Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 CrossType FIX.4.3
17 ExecID Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). Y FIX.2.7
19 ExecRefID Required for Trade Cancel and Trade Correct ExecType messages FIX.2.7
150 ExecType Describes the purpose of the execution report. Y FIX.4.1
39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx Y FIX.2.7
636 WorkingIndicator For optional use with OrdStatus = 0 (New) FIX.4.3
103 OrdRejReason For optional use with ExecType = 8 (Rejected) FIX.2.7
378 ExecRestatementReason Required for ExecType = D (Restated). FIX.4.2
1 Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.2.7
660 AcctIDSource FIX.4.4
581 AccountType Specifies type of account FIX.4.3
589 DayBookingInst FIX.4.3
590 BookingUnit FIX.4.3
591 PreallocMethod FIX.4.3
63 SettlType FIX.2.7
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.2.7
544 CashMargin FIX.4.3
635 ClearingFeeIndicator FIX.4.3
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Y FIX.4.3
Block FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
ImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
54 Side Y FIX.2.7
BlockRepeating Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
854 QtyType FIX.4.4
Block OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty (38) field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. FIX.4.3
40 OrdType FIX.2.7
423 PriceType FIX.4.3
44 Price Required if specified on the order FIX.2.7
99 StopPx Required if specified on the order FIX.2.7
Block PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
Block DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
839 PeggedPrice The current price the order is pegged at FIX.4.4
845 DiscretionPrice The current discretionary price of the order FIX.4.4
847 TargetStrategy The target strategy of the order FIX.4.4
848 TargetStrategyParameters For further specification of the TargetStrategy FIX.4.4
849 ParticipationRate Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4
850 TargetStrategyPerformance For communication of the performance of the order versus the target strategy FIX.4.4
15 Currency FIX.2.7
376 ComplianceID FIX.4.2
377 SolicitedFlag FIX.4.2
59 TimeInForce Absence of this field indicates Day order FIX.2.7
168 EffectiveTime Time specified on the order at which the order should be considered valid FIX.4.2
432 ExpireDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
18 ExecInst Can contain multiple instructions, space delimited. FIX.2.7
528 OrderCapacity FIX.4.3
529 OrderRestrictions FIX.4.3
582 CustOrderCapacity FIX.4.3
32 LastQty 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. FIX.2.7
652 UnderlyingLastQty FIX.4.3
31 LastPx 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. FIX.2.7
651 UnderlyingLastPx FIX.4.3
669 LastParPx 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. FIX.4.4
194 LastSpotRate Applicable for F/X orders FIX.4.1
195 LastForwardPoints Applicable for F/X orders FIX.4.1
30 LastMkt If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. FIX.2.7
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
943 TimeBracket FIX.4.4
29 LastCapacity FIX.2.7
151 LeavesQty 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. Y FIX.4.1
14 CumQty Currently executed quantity for chain of orders. Y FIX.2.7
6 AvgPx Y FIX.2.7
424 DayOrderQty For GT orders on days following the day of the first trade. FIX.4.2
425 DayCumQty For GT orders on days following the day of the first trade. FIX.4.2
426 DayAvgPx For GT orders on days following the day of the first trade. FIX.4.2
427 GTBookingInst States whether executions are booked out or accumulated on a partially filled GT order FIX.4.2
75 TradeDate Used when reporting other than current day trades. FIX.2.7
60 TransactTime Time the transaction represented by this ExecutionReport occurred FIX.2.7
113 ReportToExch FIX.3.0
Block 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 (15) field. FIX.4.3
Block SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
Block YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.3
381 GrossTradeAmt FIX.4.2
157 NumDaysInterest FIX.4.3
230 ExDate FIX.4.3
158 AccruedInterestRate FIX.4.3
159 AccruedInterestAmt FIX.4.3
738 InterestAtMaturity For fixed income products which pay lump-sum interest at maturity. FIX.4.4
920 EndAccruedInterestAmt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash For repurchase agreements the end (dirty) cash consideration FIX.4.4
258 TradedFlatSwitch FIX.4.3
259 BasisFeatureDate FIX.4.3
260 BasisFeaturePrice FIX.4.3
238 Concession FIX.4.3
237 TotalTakedown FIX.4.3
118 NetMoney 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 (15) field. FIX.4.0
119 SettlCurrAmt Used to report results of forex accommodation trade FIX.4.0
120 SettlCurrency Used to report results of forex accommodation trade FIX.4.0
155 SettlCurrFxRate Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency FIX.4.1
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
21 HandlInst FIX.4.2
110 MinQty FIX.4.2
111 MaxFloor FIX.4.2
77 PositionEffect For use in derivatives omnibus accounting FIX.4.2
210 MaxShow FIX.4.2
775 BookingType 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. FIX.4.4
58 Text FIX.2.7
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.2
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
193 SettlDate2 Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.2
192 OrderQty2 Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.2
641 LastForwardPoints2 Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. FIX.4.3
442 MultiLegReportingType Default is a single security if not specified. FIX.4.2
480 CancellationRights For CIV - Optional FIX.4.3
481 MoneyLaunderingStatus FIX.4.3
513 RegistID Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation Supplementary registration information for this Order FIX.4.3
483 TransBkdTime For CIV - Optional FIX.4.3
515 ExecValuationPoint For CIV - Optional FIX.4.3
484 ExecPriceType For CIV - Optional FIX.4.3
485 ExecPriceAdjustment For CIV - Optional FIX.4.3
638 PriorityIndicator FIX.4.3
639 PriceImprovement FIX.4.3
851 LastLiquidityInd Applicable only on OrdStatus of Partial or Filled. FIX.4.4
ImplicitBlockRepeating ContAmtGrp Number of contract details in this message (number of repeating groups to follow) FIX.4.4
ImplicitBlockRepeating InstrmtLegExecGrp Number of legs Identifies a Multi-leg Execution if present and non-zero. FIX.4.4
797 CopyMsgIndicator FIX.4.4
ImplicitBlockRepeating MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** FIX.4.4
Block StandardTrailer Y FIX.2.7