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.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = 8 Y FIX.2.7
Block ApplicationSequenceControl For use in drop copy applications. NOT FOR USE in transactional applications. FIX.5.0
37 OrderID OrderID is required to be unique for each chain of orders. Y FIX.2.7
2422 OrderRequestID Required if provided on the order message. Echo back the value provided in the order message. FIX.5.0SP2 (188)
2423 MassOrderRequestID Can be used to link execution to the MassOrder (DJ) message. FIX.5.0SP2 (188)
198 SecondaryOrderID Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. FIX.4.1
526 SecondaryClOrdID FIX.4.3
527 SecondaryExecID FIX.4.3
11 ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID (11). In the case of quotes can be mapped to: - QuoteMsgID (1166) of a single Quote (S) - QuoteID (117) of a MassQuote (i). - MassOrderReportID (2424) of a MassOrderAck (DK) FIX.2.7
1166 QuoteMsgID In the case of quotes can be mapped to: o QuoteMsgID (1166) of a single Quote (S) o QuoteID (117) of a MassQuote (i) FIX.5.0SP2 (159)
41 OrigClOrdID Conditionally required for response to a Cancel or Cancel/Replace request (ExecType (150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID (11). ClOrdID (11) 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
278 MDEntryID Reference to the MDEntryID (278) of this order or quote in the market data. FIX.5.0SP2 (125)
693 QuoteRespID Required if responding to a QuoteResponse (AJ) 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 OrderStatusRequest (H) message. Echo back the value provided by the requester. FIX.4.4
584 MassStatusReqID Required if responding to a OrderMassStatusRequest (AF). Echo back the value provided by the requester. FIX.4.4
961 HostCrossID Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
911 TotNumReports Can be used when responding to an OrderMassStatusRequest (AF) to identify the total number of ExecutionReport (8) messages which will be returned. FIX.4.4
912 LastRptRequested Can be used when responding to an OrderMassStatusRequest (AF) to indicate that this is the last ExecutionReport (8) messages which will be returned as a result of the request. FIX.4.4
BlockRepeating Parties Specifies party information related to the submitter. FIX.4.3
BlockRepeating TargetParties Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2 (131)
229 TradeOriginationDate FIX.4.3
ImplicitBlockRepeating ContraGrp 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 (11)/OrigClOrdID (41) with OrderCancelReplaceRequest (G). FIX.4.3
549 CrossType FIX.4.3
2334 RefRiskLimitCheckID FIX.5.0SP2 (171)
2335 RefRiskLimitCheckIDType Conditionally required when RefRiskLimitCheckID (2334) is specified. FIX.5.0SP2 (171)
880 TrdMatchID FIX.5.0
1891 TrdMatchSubID FIX.5.0SP2 (223)
17 ExecID Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150) = I (Order Status)). Y FIX.2.7
19 ExecRefID Required for ExecType (150) = H (Trade Cancel) and ExecType (150) = G (Trade Correct). FIX.2.7
150 ExecType Describes the purpose of the execution report. Y FIX.4.1
2431 ExecTypeReason Can be used to provide further detail for ExecType (150) field. FIX.5.0SP2 (188)
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
1328 RejectText Reason description for rejecting the transaction request. FIX.5.0SP2 (134)
1664 EncodedRejectTextLen Must be set if EncodedRejectText (1665) field is specified and must immediately precede it. FIX.5.0SP2 (134)
1665 EncodedRejectText Encoded (non-ASCII characters) representation of the RejectText (1328) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (134)
378 ExecRestatementReason Required for ExecType = D (Restated). FIX.4.2
2667 AlgorithmicTradeIndicator FIX.5.0SP2 (222)
828 TrdType FIX.5.0SP2 (176)
829 TrdSubType FIX.5.0SP2 (222)
855 SecondaryTrdType FIX.5.0SP2 (222)
2347 RegulatoryTransactionType FIX.5.0SP2 (176)
BlockRepeating RegulatoryTradeIDGrp FIX.5.0SP2 (175)
570 PreviouslyReported FIX.5.0SP2 (222)
2524 TradeReportingIndicator May be used to bilaterally inform counterparty of trade reporting status. FIX.5.0SP2 (222)
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
70 AllocID FIX.5.0
ImplicitBlockRepeating PreAllocGrp Pre-trade allocation instructions. FIX.5.0
63 SettlType FIX.2.7
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". FIX.2.7
574 MatchType FIX.4.4
1115 OrderCategory FIX.4.4
544 CashMargin FIX.4.3
635 ClearingFeeIndicator FIX.4.3
Block Instrument Y FIX.4.3
Block FinancingDetails FIX.4.4
BlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
BlockRepeating PaymentGrp FIX.5.0SP2 (226)
54 Side Y FIX.2.7
2102 ShortMarkingExemptIndicator FIX.5.0SP2 (164)
1688 ShortSaleExemptionReason Available for optional use when Side (54) = 6(Sell short exempt). FIX.5.0SP2 (121)
BlockRepeating Stipulations FIX.4.3
854 QtyType FIX.4.4
Block OrderQtyData Conditionally required when the OrderQtyData component is required or specified in a prior, related message. For example, when used in a work flow including a NewOrderSingle (D) or NewOrderCross (s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg (AB), the component is required here when specified in the prior, related NewOrderMultileg (AB) message. FIX.4.3
1093 LotType FIX.4.4
40 OrdType FIX.2.7
423 PriceType FIX.4.3
BlockRepeating PriceQualifierGrp FIX.5.0SP2 (230)
44 Price Required if specified on the order FIX.2.7
1092 PriceProtectionScope FIX.4.4
99 StopPx Required if specified on the order FIX.2.7
Block TriggeringInstruction FIX.5.0
1823 Triggered FIX.5.0SP2 (131)
Block PegInstructions FIX.4.4
Block DiscretionInstructions FIX.4.4
839 PeggedPrice The current price the order is pegged at FIX.4.4
1095 PeggedRefPrice The reference price of a pegged order. FIX.4.4
845 DiscretionPrice The current discretionary price of the order FIX.4.4
1740 TradePriceNegotiationMethod FIX.5.0SP2 (119)
1742 UpfrontPrice Required if specified on the order FIX.5.0SP2 (119)
1741 UpfrontPriceType FIX.5.0SP2 (119)
847 TargetStrategy The target strategy of the order FIX.4.4
ImplicitBlockRepeating StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters For further specification of the TargetStrategy FIX.4.4 Y
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 Y
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
2404 ComplianceText FIX.5.0SP2 (185)
2351 EncodedComplianceTextLen Must be set if EncodedComplianceText (2352) field is specified and must immediately precede it. FIX.5.0SP2 (185)
2352 EncodedComplianceText Encoded (non-ASCII characters) representation of the ComplianceText (2404) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (185)
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 (59) = 6 (GTD) and ExpireTime (126) is not specified. FIX.4.2
126 ExpireTime Conditionally required if TimeInForce (59) = 6 (GTD) and ExpireDate (432) is not specified. FIX.4.0
1629 ExposureDuration Conditionally required when TimeInForce (59)=10 (Good for Time) FIX.5.0SP2 (100)
1916 ExposureDurationUnit FIX.5.0SP2 (159)
18 ExecInst Can contain multiple instructions, space delimited. FIX.2.7
1805 AuctionInstruction FIX.5.0SP2 (131)
1057 AggressorIndicator FIX.4.4
528 OrderCapacity FIX.4.3
529 OrderRestrictions FIX.4.3
1815 TradingCapacity FIX.5.0SP2 (131)
1091 PreTradeAnonymity FIX.4.4
1390 TradePublishIndicator Applies to trades resulting from the order. FIX.5.0SP2 (131)
582 CustOrderCapacity FIX.4.3
BlockRepeating OrderAttributeGrp FIX.5.0SP2 (222)
32 LastQty Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType (150) = F (Trade) or ExecType (150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType (150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. FIX.2.7
1056 CalculatedCcyLastQty Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType (150) = F (Trade) or G (Trade Correct) and is an FX trade. FIX.4.4
1071 LastSwapPoints Optionally used when ExecType (150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. FIX.4.4
652 UnderlyingLastQty FIX.4.3
1828 LastQtyVariance FIX.5.0SP2 (132)
31 LastPx Price of this (last) fill. Required if ExecType (150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition (1839)=17 (Price is pending) or 18 (Price is not applicable) is used. Should represent the "all-in" (LastSpotRate (194) + LastForwardPoints (195)) rate for F/X orders.). If ExecType (150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType (150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. 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 (31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. FIX.4.4
631 MidPx FIX.5.0SP2 (175)
194 LastSpotRate Applicable for F/X orders FIX.4.1
195 LastForwardPoints Applicable for F/X orders FIX.4.1
1743 LastUpfrontPrice Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod (1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). FIX.5.0SP2 (119)
2750 ReportingPx FIX.5.0SP2 (237)
2751 ReportingQty FIX.5.0SP2 (237)
30 LastMkt If ExecType (150) = F (Trade), indicates the market where the trade was executed. If ExecType (150) = 0 (New (0), indicates the market where the order was routed. FIX.2.7
1430 VenueType FIX.5.0SP2 (209)
1300 MarketSegmentID FIX.5.0SP2 (131)
100 ExDestination FIX.5.0SP2 (115)
1133 ExDestinationIDSource FIX.5.0SP2 (115)
2704 ExDestinationType FIX.5.0SP2 (228)
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
943 TimeBracket FIX.4.4
29 LastCapacity FIX.2.7
BlockRepeating LimitAmts Insert here the set of "LimitAmts" fields defined in "Common Components" FIX.5.0SP2 (100)
151 LeavesQty Quantity open for further execution. If the OrdStatus (39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty (151) could be 0, otherwise LeavesQty (151) = OrderQty (38) - CumQty (14). Y FIX.4.1
14 CumQty Currently executed quantity for chain of orders. Y FIX.2.7
84 CxlQty Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty (151)=0). If specified, OrderQty (38) = CumQty (14) + CxlQty (84). FIX.5.0SP2 (188)
6 AvgPx Not required for markets where average price is not calculated by the market. Conditionally required otherwise. 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
1361 TotNoFills Used to support fragmentation. Sum of NoFills (1362) across all messages with the same ExecID (17). FIX.5.0
893 LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. FIX.5.0
ImplicitBlockRepeating FillsGrp Specifies the partial fills included in this ExecutionReport (8), mutually exclusive with OrderEventGrp component. FIX.5.0
BlockRepeating OrderEventGrp Specifies the order events included in this ExecutionReport (8), mutually exclusive with FillsGrp component. FIX.5.0SP2 (131)
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 (8) occurred. FIX.2.7
113 ReportToExch FIX.3.0
Block CommissionData Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType (150) = B (Calculated), it represents cumulative value for the order. FIX.4.3
BlockRepeating CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2 (204)
Block SpreadOrBenchmarkCurveData FIX.4.3
BlockRepeating RelativeValueGrp FIX.5.0SP2 (194)
Block YieldData 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 On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType (150) = B (Calculated) message, 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. Required for Non-Deliverable Forwards. FIX.4.0
BlockRepeating RateSource FIX.5.0SP1 (82)
155 SettlCurrFxRate Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120). FIX.4.1
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate (155) should be multiplied or divided. FIX.4.1
21 HandlInst FIX.4.2
110 MinQty FIX.4.2
1822 MinQtyMethod FIX.5.0SP2 (131)
1089 MatchIncrement FIX.4.4
1090 MaxPriceLevels FIX.4.4
2676 MaximumPricePercentage FIX.5.0SP2 (223)
BlockRepeating ValueChecksGrp FIX.5.0SP2 (223)
BlockRepeating MatchingInstructions FIX.5.0SP2 (99)
2362 SelfMatchPreventionID May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2 (218)
2523 CrossedIndicator FIX.5.0SP2 (218)
Block DisplayInstruction FIX.4.4
BlockRepeating DisclosureInstructionGrp FIX.5.0SP2 (131)
111 MaxFloor FIX.4.2 Y
1816 ClearingAccountType FIX.5.0SP2 (131)
77 PositionEffect For use in derivatives omnibus accounting FIX.4.2
210 MaxShow FIX.4.2 Y
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 Y
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 Y
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 Y
442 MultiLegReportingType Default is a single security if not specified. FIX.4.2
1385 ContingencyType For contingency orders, the type of contingency as specified in the order. FIX.5.0SP2 (100)
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 (39) = 1 of (Partially filled) or 2(Filled). FIX.4.4
ImplicitBlockRepeating ContAmtGrp FIX.4.4
ImplicitBlockRepeating InstrmtLegExecGrp Specifies the leg executions of a multi-leg order or quote. FIX.4.4
797 CopyMsgIndicator FIX.4.4
BlockRepeating MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4
1380 DividendYield FIX.5.0
1028 ManualOrderIndicator FIX.4.4
1029 CustDirectedOrder FIX.4.4
1030 ReceivedDeptID FIX.4.4 Y
1031 CustOrderHandlingInst FIX.4.4
1032 OrderHandlingInstSource FIX.4.4
1724 OrderOrigination FIX.5.0SP2 (135)
1725 OriginatingDeptID FIX.5.0SP2 (135)
1726 ReceivingDeptID FIX.5.0SP2 (135)
522 OwnerType FIX.5.0SP2 (135)
2679 OrderOwnershipIndicator Can be used to highlight change of order ownership. FIX.5.0SP2 (223)
BlockRepeating TrdRegTimestamps FIX.4.4
BlockRepeating TrdRegPublicationGrp FIX.5.0SP2 (222)
BlockRepeating TradePriceConditionGrp FIX.5.0SP2 (222)
1188 Volatility FIX.5.0
1189 TimeToExpiration FIX.5.0
1190 RiskFreeRate FIX.5.0
811 PriceDelta FIX.5.0
1917 CoverPrice FIX.5.0SP2 (159)
Block ThrottleResponse FIX.5.0SP2 (116)
1080 RefOrderID FIX.5.0SP2 (125)
1081 RefOrderIDSource FIX.5.0SP2 (125)
1806 RefClOrdID FIX.5.0SP2 (131)
1803 AuctionType FIX.5.0SP2 (131)
1804 AuctionAllocationPct FIX.5.0SP2 (131)
1808 LockedQty FIX.5.0SP2 (131)
1809 SecondaryLockedQty FIX.5.0SP2 (131)
1807 LockType FIX.5.0SP2 (131)
1810 ReleaseInstruction FIX.5.0SP2 (131)
1811 ReleaseQty FIX.5.0SP2 (131)
1819 RelatedHighPrice FIX.5.0SP2 (131)
1820 RelatedLowPrice FIX.5.0SP2 (131)
1821 RelatedPriceSource FIX.5.0SP2 (131)
Block StandardTrailer Y FIX.2.7