FIX.Latest_EP269 Message

ExecutionReport [type '8']

<ExecRpt>

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

Pedigree Added FIX.2.7

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderBaseHeaderYMsgType = 8Added FIX.2.7
ComponentApplicationSequenceControlApplSeqCtrl For use in drop copy applications. NOT FOR USE in transactional applications.Added FIX.5.0
37OrderIDOrdIDYOrderID is required to be unique for each chain of orders.Added FIX.2.7
2422OrderRequestIDOrdReqID Required if provided on the order message. Echo back the value provided in the order message.Added EP188
2423MassOrderRequestIDMassOrdReqID Can be used to link execution to the MassOrder(35=DJ) message.Added EP188
198SecondaryOrderIDOrdID2 Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.Added FIX.4.1 Updated EP125
526SecondaryClOrdIDID2 Added FIX.4.3 Updated EP159
527SecondaryExecIDExecID2 Added FIX.4.3
11ClOrdIDID 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(35=S)
- QuoteID(117) of a MassQuote(35=i).
- MassOrderReportID(2424) of a MassOrderAck(35=DK)
Added FIX.2.7 Updated EP188
1166QuoteMsgIDQtMsgID In the case of quotes can be mapped to:
o QuoteMsgID(1166) of a single Quote(35=S)
o QuoteID(117) of a MassQuote(35=i)
Added EP159
41OrigClOrdIDOrigID 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.Added FIX.4.1 Updated EP188
583ClOrdLinkIDLnkID Added FIX.4.3
278MDEntryIDMDID Reference to the MDEntryID(278) of this order or quote in the market data.Added EP125
693QuoteRespIDRspID Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message.Added FIX.4.4 Updated EP188
790OrdStatusReqIDStatReqID Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester.Added FIX.4.4 Updated EP188
584MassStatusReqIDMassStatReqID Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester.Added FIX.4.4 Updated EP188
961HostCrossIDHstCxID Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legsAdded FIX.4.4
911TotNumReportsTotNumRpts Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned.Added FIX.4.4 Updated EP188
912LastRptRequestedLastRptReqed Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request.Added FIX.4.4 Updated EP188
ComponentPartiesPty Specifies party information related to the submitter.Added FIX.4.3 Updated EP188
ComponentTargetPartiesTgtPty Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.Added EP131 Updated EP188
229TradeOriginationDateOrignDt Added FIX.4.3
ComponentContraGrpContra Added FIX.4.4 Updated EP188
66ListIDListID Required for executions against orders which were submitted as part of a list.Added FIX.2.7
548CrossIDCrssID CrossID for the replacement orderAdded FIX.4.3
551OrigCrossIDOrigCrssID Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G).Added FIX.4.3 Updated EP188
549CrossTypeCrssTyp Added FIX.4.3
2334RefRiskLimitCheckIDRefRiskLmtChkID Added EP171
2335RefRiskLimitCheckIDTypeRefRiskLmtChkIDTyp Conditionally required when RefRiskLimitCheckID(2334) is specified.Added EP171
880TrdMatchIDMtchID Added FIX.5.0
1891TrdMatchSubIDMtchSubID Added EP223
17ExecIDExecIDYUnique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)).Added FIX.2.7 Updated EP188
19ExecRefIDExecRefID Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct).Added FIX.2.7 Updated EP188
150ExecTypeExecTypYDescribes the purpose of the execution report.Added FIX.4.1
2431ExecTypeReasonExecTypRsn Can be used to provide further detail for ExecType(150) field.Added EP188
39OrdStatusStatYDescribes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPxAdded FIX.2.7
636WorkingIndicatorWorkingInd For optional use with OrdStatus = 0 (New)Added FIX.4.3
2838CurrentWorkingPriceCurWrkngPx Added EP253
103OrdRejReasonRejRsn For optional use with ExecType = 8 (Rejected)Added FIX.2.7
1328RejectTextRejTxt Reason description for rejecting the transaction request.Added EP134
1664EncodedRejectTextLenEncRejTxtLen Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.Added EP134
1665EncodedRejectTextEncRejTxt Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.Added EP134
378ExecRestatementReasonExecRstmtRsn Required for ExecType = D (Restated).Added FIX.4.2
2667AlgorithmicTradeIndicatorAlgoTrdInd Added EP222
828TrdTypeTrdTyp Added EP176
829TrdSubTypeTrdSubTyp Added EP222
855SecondaryTrdTypeTrdTyp2 Added EP222
2347RegulatoryTransactionTypeRegTxnTyp Added EP176
ComponentRegulatoryTradeIDGrpRegTrdID Added EP175
570PreviouslyReportedPrevlyRpted Added EP222
2524TradeReportingIndicatorTrdRptngInd May be used to bilaterally inform counterparty of trade reporting status.Added EP222
1AccountAcct Required for executions against electronically submitted orders which were assigned an account by the institution or intermediaryAdded FIX.2.7
660AcctIDSourceAcctIDSrc Added FIX.4.4
581AccountTypeAcctTyp Specifies type of accountAdded FIX.4.3
589DayBookingInstDayBkngInst Added FIX.4.3
590BookingUnitBkngUnit Added FIX.4.3
591PreallocMethodPreallocMeth Added FIX.4.3
70AllocIDAllocID Added FIX.5.0
ComponentPreAllocGrpPreAll Pre-trade allocation instructions.Added FIX.5.0
63SettlTypeSettlTyp Added FIX.2.7
64SettlDateSettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values.
Required for NDFs to specify the value date.
Added FIX.2.7 Updated EP82
574MatchTypeMtchTyp Added FIX.4.4
1115OrderCategoryOrdCat Added FIX.4.4
544CashMarginCshMgn Added FIX.4.3
635ClearingFeeIndicatorClrFeeInd Added FIX.4.3
ComponentInstrumentInstrmtYAdded FIX.4.3 Updated EP188