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. Reject orders 6. Report post-trade fees calculations associated with a trade

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, 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
11 ClOrdID Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker. FIX.2.7
41 OrigClOrdID Conditionally required for PendingCancel, Replaced, Canceled ExecType values. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
109 ClientID Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker Used for firm identification in third-party transactions. FIX.2.7
66 ListID Required for executions against orders which were submitted as part of a list. FIX.2.7
17 ExecID Y FIX.2.7
20 ExecTransType Y FIX.2.7
19 ExecRefID Required for Cancel and Correct ExecTransType messages FIX.2.7
150 ExecType Describes the type of execution report. Same possible values as OrdStatus. 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
103 OrdRejReason For optional use with ExecType = 8 (Rejected) FIX.2.7
1 Account Required for executions against electronically submitted orders which were assigned an account by the institution FIX.2.7
63 SettlmntTyp Absence of this field is interpreted as Regular. FIX.2.7
64 FutSettDate Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
55 Symbol Y FIX.2.7
65 SymbolSfx FIX.2.7
48 SecurityID FIX.2.7
22 IDSource FIX.2.7
167 SecurityType Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. FIX.4.1
200 MaturityMonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall For Options. FIX.4.1
202 StrikePrice For Options. FIX.4.1
206 OptAttribute For Options. FIX.4.1
207 SecurityExchange Can be used to identify the security. FIX.4.1
106 Issuer FIX.3.0
107 SecurityDesc FIX.3.0
54 Side Y FIX.2.7
38 OrderQty Y FIX.2.7
40 OrdType FIX.2.7
44 Price Required if specified on the order FIX.2.7
99 StopPx Required if specified on the order FIX.2.7
211 PegDifference Required if specified on the order FIX.4.1
15 Currency FIX.2.7
59 TimeInForce Absence of this field indicates Day order FIX.2.7
126 ExpireTime Required if TimeInForce = GTD FIX.4.0
18 ExecInst Can contain multiple instructions, space delimited. FIX.2.7
47 Rule80A FIX.2.7
32 LastShares Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). Y FIX.2.7
31 LastPx Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. Y FIX.2.7
194 LastSpotRate Applicable for F/X orders FIX.4.1
195 LastForwardPoints Applicable for F/X orders FIX.4.1
30 LastMkt FIX.2.7
29 LastCapacity FIX.2.7
151 LeavesQty Amount of shares 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 shares for chain of orders. Y FIX.2.7
6 AvgPx Y FIX.2.7
75 TradeDate Used when reporting other than current day trades. FIX.2.7
60 TransactTime FIX.2.7
113 ReportToExch FIX.3.0
12 Commission FIX.2.7
13 CommType FIX.2.7
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 SettlCurrAmount from Currency to SettlCurrency FIX.4.1
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
58 Text FIX.2.7
Block StandardTrailer Y FIX.2.7