FIX.Latest_EP287 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
ComponentStandardHeaderHdrYMsgType = 8Added FIX.2.7
ComponentApplicationSequenceControlApplSeqCtrl For use in drop copy applications. NOT FOR USE in transactional applications.Added EP-1
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 were electronically submitted over FIX or otherwise assigned a ClOrdID(11).
In the case of quotes can be mapped to:
- QuoteID(117) of a single Quote(35=S)
- QuoteEntryID(299) of a MassQuote(35=i)
- BidID(390) or OfferID(1867) of a two-sided Quote(35=S)
- MassOrderReportID(2424) of a MassOrderAck(35=DK)
Added FIX.2.7 Updated EP271
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 EP-1
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 EP-1
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
2961AnonymousTradeIndicatorAnonymsTrdInd Added EP274
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 EP-1
ComponentPreAllocGrpPreAll Pre-trade allocation instructions.Added EP-1
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 EP-1
1115OrderCategoryOrdCat Added EP-1
544CashMarginCshMgn Added FIX.4.3
635ClearingFeeIndicatorClrFeeInd Added FIX.4.3
ComponentInstrumentInstrmtYAdded FIX.4.3 Updated EP188
ComponentFinancingDetailsFinDetls Added FIX.4.4 Updated EP188
ComponentUndInstrmtGrpUndly Number of underlyingsAdded FIX.4.4
ComponentPaymentGrpPmt Added EP226
54SideSideYAdded FIX.2.7
2102ShortMarkingExemptIndicatorSMEInd Added EP164
1688ShortSaleExemptionReasonShrtSaleExmptnRsn Available for optional use when Side(54) = 6(Sell short exempt).Added EP121 Updated EP131
ComponentStipulationsStip Added FIX.4.3 Updated EP188
854QtyTypeQtyTyp Added FIX.4.4
ComponentOrderQtyDataOrdQty 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(35=D) or NewOrderCross(35=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(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.
Added FIX.4.3 Updated EP221
1093LotTypeLotTyp Added EP-1
40OrdTypeTyp Added FIX.2.7
423PriceTypePxTyp Added FIX.4.3
ComponentPriceQualifierGrpPxQual Added EP230
44PricePx Required if specified on the orderAdded FIX.2.7
1092PriceProtectionScopePxPrtScp Added EP-1
99StopPxStopPx Required if specified on the orderAdded FIX.2.7
ComponentTriggeringInstructionTrgrInstr Added EP-1 Updated EP188
1823TriggeredTrgrd Added EP131
ComponentPegInstructionsPegInstr Added FIX.4.4 Updated EP188
ComponentDiscretionInstructionsDiscInstr Added FIX.4.4 Updated EP188
839PeggedPricePeggedPx The current price the order is pegged atAdded FIX.4.4
1095PeggedRefPricePggdRefPx The reference price of a pegged order.Added EP-1
845DiscretionPriceDsctnPx The current discretionary price of the orderAdded FIX.4.4
1740TradePriceNegotiationMethodTrdPxNegottnMeth Added EP119
1742UpfrontPriceUpfrontPx Required if specified on the orderAdded EP119
1741UpfrontPriceTypeUpfrontPxTyp Added EP119
847TargetStrategyTgtStrategy The target strategy of the orderAdded FIX.4.4
ComponentStrategyParametersGrpStrtPrmGrp Strategy parameter blockAdded EP-1
848TargetStrategyParametersTgtStrategyParameters For further specification of the TargetStrategyAdded FIX.4.4 Deprecated FIX.5.0
849ParticipationRateParticipationRt 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)
Added FIX.4.4 Deprecated FIX.5.0
850TargetStrategyPerformanceTgtStrategyPerformance For communication of the performance of the order versus the target strategyAdded FIX.4.4
15CurrencyCcy Added FIX.2.7
2897CurrencyCodeSourceCcySrc Added EP273
376ComplianceIDComplianceID Added FIX.4.2
2404ComplianceTextComplianceTxt Added EP185
2351EncodedComplianceTextLenEncComplianceTxtLen Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.Added EP185
2352EncodedComplianceTextEncComplianceTxt Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.Added EP185
377SolicitedFlagSolFlag Added FIX.4.2
59TimeInForceTmInForce Absence of this field indicates Day orderAdded FIX.2.7
168EffectiveTimeEfctvTm Time specified on the order at which the order should be considered validAdded FIX.4.2
432ExpireDateExpireDt Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified.Added FIX.4.2 Updated EP188
126ExpireTimeExpireTm Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified.Added FIX.4.0 Updated EP188
1629ExposureDurationExpsreDur Conditionally required when TimeInForce(59)=10 (Good for Time)Added EP100
1916ExposureDurationUnitExpsreDurUnit Added EP159
18ExecInstExecInst Can contain multiple instructions, space delimited.Added FIX.2.7
1805AuctionInstructionAuctInst Added EP131
1057AggressorIndicatorAgrsrInd Added EP-1
528OrderCapacityCpcty Added FIX.4.3
529OrderRestrictionsRstctions Added FIX.4.3
1815TradingCapacityTrdgCpcty Added EP131
1934RegulatoryReportTypeRegRptTyp Added EP261
1091PreTradeAnonymityPrTrdAnon Added EP-1
1390TradePublishIndicatorTrdPubInd Applies to trades resulting from the order.Added EP131
582CustOrderCapacityCustCpcty Added FIX.4.3
ComponentOrderAttributeGrpOrdAttrib Added EP222
32LastQtyLastQty 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.
Added FIX.2.7 Updated EP188
1056CalculatedCcyLastQtyCalcCcyLastQty 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.Added EP-1 Updated EP188
1071LastSwapPointsLastSwapPnts 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.Added EP-1 Updated EP188
652UnderlyingLastQtyUndLastQty Added FIX.4.3
1828LastQtyVarianceLastQtyVarnc Added EP132
31LastPxLastPx 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.
Added FIX.2.7 Updated EP228
651UnderlyingLastPxUndLastPx Added FIX.4.3
669LastParPxLastParPx 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.Added FIX.4.4 Updated EP188
631MidPxMidPx Added EP175
194LastSpotRateLastSpotRt Applicable for F/X ordersAdded FIX.4.1
195LastForwardPointsLastFwdPnts Applicable for F/X ordersAdded FIX.4.1
1743LastUpfrontPriceLastUpfrontPx 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).Added EP119
2750ReportingPxRptngPx Added EP237
2751ReportingQtyRptngQty Added EP237
30LastMktLastMkt 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.Added FIX.2.7 Updated EP188
1430VenueTypeVenuTyp Added EP209
1300MarketSegmentIDMktSegID Added EP131 Updated EP209
100ExDestinationExDest Added EP115 Updated EP209
1133ExDestinationIDSourceExDestIDSrc Added EP115 Updated EP209
2704ExDestinationTypeExDestTyp Added EP228
336TradingSessionIDSesID Added FIX.4.2
625TradingSessionSubIDSesSub Added FIX.4.3
943TimeBracketTmBkt Added FIX.4.4
29LastCapacityLastCpcty Added FIX.2.7
ComponentLimitAmtsLmtAmts Insert here the set of LimitAmts fields defined in Common ComponentsAdded EP100
151LeavesQtyLeavesQtyYQuantity 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).Added FIX.4.1 Updated EP188
14CumQtyCumQtyYCurrently executed quantity for chain of orders.Added FIX.2.7
84CxlQtyCxlQty 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).Added EP188
6AvgPxAvgPx Not required for markets where average price is not calculated by the market.
Conditionally required otherwise.
Added FIX.2.7
424DayOrderQtyDayOrdQty For GT orders on days following the day of the first trade.Added FIX.4.2
425DayCumQtyDayCumQty For GT orders on days following the day of the first trade.Added FIX.4.2
426DayAvgPxDayAvgPx For GT orders on days following the day of the first trade.Added FIX.4.2
1361TotNoFillsTotNoFills Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17).Added EP-1 Updated EP188
893LastFragmentLastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.Added EP-1
ComponentFillsGrpFillsGrp Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component.Added EP-1 Updated EP131
ComponentOrderEventGrpOrdEvent Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component.Added EP131
2830EventInitiatorTypeEvntInitrTyp Added EP253
427GTBookingInstGTBkngInst States whether executions are booked out or accumulated on a partially filled GT orderAdded FIX.4.2
75TradeDateTrdDt Used when reporting other than current day trades.Added FIX.2.7
60TransactTimeTxnTm Time the transaction represented by this ExecutionReport(35=8) occurred.Added FIX.2.7 Updated EP131
113ReportToExchRptToExch Added FIX.3.0
ComponentCommissionDataComm 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.Added FIX.4.3 Updated EP204
ComponentCommissionDataGrpCommData Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.Added EP204
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve Added FIX.4.3 Updated EP188
ComponentRelativeValueGrpReltvVal Added EP194
ComponentYieldDataYield Added FIX.4.3 Updated EP188
381GrossTradeAmtGrossTrdAmt Added FIX.4.2
157NumDaysInterestNumDaysInt Added FIX.4.3
230ExDateExDt Added FIX.4.3
158AccruedInterestRateAcrdIntRt Added FIX.4.3
159AccruedInterestAmtAcrdIntAmt Added FIX.4.3
738InterestAtMaturityIntAtMat For fixed income products which pay lump-sum interest at maturity.Added FIX.4.4
920EndAccruedInterestAmtEndAcrdIntAmt For repurchase agreements the accrued interest on termination.Added FIX.4.4
921StartCashStartCsh For repurchase agreements the start (dirty) cash consideration.Added FIX.4.4 Updated EP188
922EndCashEndCsh For repurchase agreements the end (dirty) cash consideration.Added FIX.4.4 Updated EP188
258TradedFlatSwitchTrddFlatSwitch Added FIX.4.3
259BasisFeatureDateBasisFeatureDt Added FIX.4.3
260BasisFeaturePriceBasisFeaturePx Added FIX.4.3
238ConcessionConcession Added FIX.4.3
237TotalTakedownTotTakedown Added FIX.4.3
118NetMoneyNetMny 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.Added FIX.4.0 Updated EP188
119SettlCurrAmtSettlCurrAmt Used to report results of forex accommodation trade.Added FIX.4.0 Updated EP188
120SettlCurrencySettlCcy Used to report results of forex accommodation trade.
Required for Non-Deliverable Forwards.
Added FIX.4.0 Updated EP188
2899SettlCurrencyCodeSourceSettlCcySrc Added EP273
ComponentRateSourceRtSrc Added EP82
2795OffshoreIndicatorOffshrInd Added EP247
155SettlCurrFxRateSettlCurrFxRt Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120).Added FIX.4.1 Updated EP188
156SettlCurrFxRateCalcSettlCurrFxRtCalc Specifies whether the SettlCurrFxRate(155) should be multiplied or divided.Added FIX.4.1 Updated EP188
21HandlInstHandlInst Added FIX.4.2
110MinQtyMinQty Added FIX.4.2
1822MinQtyMethodMinQtyMeth Added EP131
1089MatchIncrementMtchInc Added EP-1
1090MaxPriceLevelsMxPxLvls Added EP-1
2676MaximumPriceDeviationMaxPxDeviatn Added EP223
ComponentValueChecksGrpValuChk Added EP223
ComponentMatchingInstructionsMtchgInst Added EP99
2362SelfMatchPreventionIDSlfMtchPrvntnID May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.Added EP218
2964SelfMatchPreventionInstructionSlfMtchPrvntnInst May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation.Added EP280
2523CrossedIndicatorCrssdInd Added EP218
ComponentDisplayInstructionDsplyInstr Added EP-1 Updated EP188
ComponentDisclosureInstructionGrpDisclsrInst Added EP131 Updated EP188
111MaxFloorMaxFloor Added FIX.4.2 Updated EP195 Deprecated EP195
1816ClearingAccountTypeClrAcctTyp Added EP131
77PositionEffectPosEfct For use in derivatives omnibus accountingAdded FIX.4.2
210MaxShowMaxShow Added FIX.4.2 Deprecated FIX.5.0
775BookingTypeBkngTyp 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.Added FIX.4.4
58TextTxt Added FIX.2.7
354EncodedTextLenEncTxtLen Must be set if EncodedText field is specified and must immediately precede it.Added FIX.4.2
355EncodedTextEncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.Added FIX.4.2
193SettlDate2SettlDt2 Can be used with OrdType = Forex - Swap to specify the value date for the future portion of a F/X swap.Added FIX.4.2 Deprecated FIX.5.0
192OrderQty2Qty2 Can be used with OrdType = Forex - Swap to specify the order quantity for the future portion of a F/X swap.Added FIX.4.2 Deprecated FIX.5.0
641LastForwardPoints2LastFwdPnts2 Can be used with OrdType = Forex - Swap to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.Added FIX.4.3 Updated EP195 Deprecated EP195
442MultiLegReportingTypeMLegRptTyp Default is a single security if not specified.Added FIX.4.2
1385ContingencyTypeContingencyType For contingency orders, the type of contingency as specified in the order.Added EP100
480CancellationRightsCxllationRights For CIV - OptionalAdded FIX.4.3
481MoneyLaunderingStatusMnyLaunderingStat Added FIX.4.3
513RegistIDRegistID Reference to Registration Instructions message for this Order.Added FIX.4.3
494DesignationDesignation Supplementary registration information for this OrderAdded FIX.4.3
483TransBkdTimeTransBkdTm For CIV - OptionalAdded FIX.4.3
515ExecValuationPointExecValuationPoint For CIV - OptionalAdded FIX.4.3
484ExecPriceTypeExecPxTyp For CIV - OptionalAdded FIX.4.3
485ExecPriceAdjustmentExecPxAdjment For CIV - OptionalAdded FIX.4.3
638PriorityIndicatorPriInd Added FIX.4.3
639PriceImprovementPxImprvmnt Added FIX.4.3
851LastLiquidityIndLastLqdtyInd Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled).Added FIX.4.4 Updated EP188
ComponentContAmtGrpContAmt Added FIX.4.4 Updated EP188
ComponentInstrmtLegExecGrpExec Specifies the leg executions of a multi-leg order or quote.Added FIX.4.4 Updated EP188
797CopyMsgIndicatorCopyMsgInd Added FIX.4.4
ComponentMiscFeesGrpMiscFees Required if any miscellaneous fees are reported.Added FIX.4.4 Updated EP95
1380DividendYieldDividendYield Added EP-1
1028ManualOrderIndicatorManOrdInd Added EP-1
1029CustDirectedOrderCustDrctdOrd Added EP-1
1030ReceivedDeptIDRcvdDptID Added EP-1 Updated EP195 Deprecated EP195
1031CustOrderHandlingInstCustOrdHdlInst Added EP-1
1032OrderHandlingInstSourceOrdHndlInstSrc Added EP-1
1724OrderOriginationOrdOrigntn Added EP135
2882ContraOrderOriginationCntraOrdOrigntn May be used for cross orders submitted with single order messages.Added EP256
1725OriginatingDeptIDOrigntngDeptID Added EP135
1726ReceivingDeptIDRcvgDeptID Added EP135
2883RoutingArrangmentIndicatorRtgArngmntInd Added EP256
2884ContraRoutingArrangmentIndicatorCntraRtgArngmntInd May be used for cross orders submitted with single order messages.Added EP256
2525AffiliatedFirmsTradeIndicatorAffltdFirmsTrdInd Added EP264
522OwnerTypeOwnerTyp Added EP135
2679OrderOwnershipIndicatorOrdOwnershipInd Can be used to highlight change of order ownership.Added EP223
ComponentTrdRegTimestampsTrdRegTS Added EP-1
ComponentTrdRegPublicationGrpTrdRegPublctn Added EP222
ComponentTradePriceConditionGrpTrdPxConds Added EP222
1937TradeContinuationTrdContntn May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report.Added EP258
2374TradeContinuationTextTrdContntnTxt Added EP258
2372EncodedTradeContinuationTextLenEncTrdContntnTextLen Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.Added EP258
2371EncodedTradeContinuationTextEncTrdContntnText Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.Added EP258
1188VolatilityVol Added EP-1
1189TimeToExpirationTmToExp Added EP-1
1190RiskFreeRateRFR Added EP-1
811PriceDeltaPxDelta Added EP-1
1917CoverPriceCoverPx Added EP159
ComponentThrottleResponseThrttlRsp Added EP116
1080RefOrderIDRefOrdID Added EP125
1081RefOrderIDSourceRefOrdIDSrc Added EP125
1806RefClOrdIDRefClOrdID Added EP131
ComponentRelatedOrderGrpReltdOrd May be used to provide a list of orders and their relationship to the order identified in this message.Added EP259
1803AuctionTypeAuctTyp Added EP131
1804AuctionAllocationPctAuctPct Added EP131
1808LockedQtyLckQty Added EP131
1809SecondaryLockedQtyLckQty2 Added EP131
1807LockTypeLckTyp Added EP131
1810ReleaseInstructionRlsInst Added EP131
1811ReleaseQtyRlsQty Added EP131
1819RelatedHighPriceReltdHiPx Added EP131
1820RelatedLowPriceReltdLowPx Added EP131
1821RelatedPriceSourceReltdPxSrc Added EP131
ComponentStandardTrailerTrlrYAdded FIX.2.7