FIX.4.4 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


Added  FIX.2.7

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = 8

 
37OrderID@OrdID

OrderID is required to be unique for each chain of orders.

 
198SecondaryOrderID@OrdID2 

Can be used to provide order id used by exchange or executing system.

 
526SecondaryClOrdID@ID2  
527SecondaryExecID@ExecID2  
11ClOrdID@ID 

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).

 
41OrigClOrdID@OrigID 

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.

 
583ClOrdLinkID@LnkID  
693QuoteRespID@RspID 

Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.

 
790OrdStatusReqID@StatReqID 

Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.

 
584MassStatusReqID@ReqID 

Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.

 
911TotNumReports@TotNumRpts 

Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.

 
912LastRptRequested@LastRptReqed 

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.

 
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 
229TradeOriginationDate@OrignDt  
ComponentContraGrpContra 

Number of ContraBrokers repeating group instances.

 
66ListID@ListID 

Required for executions against orders which were submitted as part of a list.

 
548CrossID@CrssID 

CrossID for the replacement order

 
551OrigCrossID@OrigCrssID 

Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.

 
549CrossType@CrssTyp  
17ExecID@ExecID

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).

 
19ExecRefID@ExecRefID 

Required for Trade Cancel and Trade Correct ExecType messages

 
150ExecType@ExecTyp

Describes the purpose of the execution report.

 
39OrdStatus@Stat

Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

 
636WorkingIndicator@WorkingInd 

For optional use with OrdStatus = 0 (New)

 
103OrdRejReason@RejRsn 

For optional use with ExecType = 8 (Rejected)

 
378ExecRestatementReason@ExecRstmtRsn 

Required for ExecType = D (Restated).

 
1Account@Acct 

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

 
660AcctIDSource@AcctIDSrc  
581AccountType@AcctTyp 

Specifies type of account

 
589DayBookingInst@DayBkngInst  
590BookingUnit@BkngUnit  
591PreallocMethod@PreallocMeth  
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

 
544CashMargin@CshMgn  
635ClearingFeeIndicator@ClrFeeInd  
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
54Side@Side 
ComponentStipulationsStip 

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

 
854QtyType@QtyTyp  
ComponentOrderQtyDataOrdQty 

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

**Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.

 
40OrdType@Typ  
423PriceType@PxTyp  
44Price@Px 

Required if specified on the order

 
99StopPx@StopPx 

Required if specified on the order

 
ComponentPegInstructionsPegInstr 

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

 
ComponentDiscretionInstructionsDiscInstr 

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

 
839PeggedPrice@PeggedPx 

The current price the order is pegged at

 
845DiscretionPrice@DsctnPx 

The current discretionary price of the order

 
847TargetStrategy@TgtStrategy 

The target strategy of the order

 
848TargetStrategyParameters@TgtStrategyParameters 

For further specification of the TargetStrategy

 
849ParticipationRate@ParticipationRt 

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)

 
850TargetStrategyPerformance@TgtStrategyPerformance 

For communication of the performance of the order versus the target strategy

 
15Currency@Ccy  
376ComplianceID@ComplianceID  
377SolicitedFlag@SolFlag  
59TimeInForce@TmInForce 

Absence of this field indicates Day order

 
168EffectiveTime@EfctvTm 

Time specified on the order at which the order should be considered valid

 
432ExpireDate@ExpireDt 

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

 
126ExpireTime@ExpireTm 

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

 
18ExecInst@ExecInst 

Can contain multiple instructions, space delimited.

 
528OrderCapacity@Cpcty  
529OrderRestrictions@Rstctions  
582CustOrderCapacity@CustCpcty  
32LastQty@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.

 
652UnderlyingLastQty@UndLastQty  
31LastPx@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.

 
651UnderlyingLastPx@UndLastPx  
669LastParPx@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.

 
194LastSpotRate@LastSpotRt 

Applicable for F/X orders

 
195LastForwardPoints@LastFwdPnts 

Applicable for F/X orders

 
30LastMkt@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.

 
336TradingSessionID@SesID  
625TradingSessionSubID@SesSub  
943TimeBracket@TmBkt  
29LastCapacity@LastCpcty  
151LeavesQty@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.

 
14CumQty@CumQty

Currently executed quantity for chain of orders.

 
6AvgPx@AvgPx 
424DayOrderQty@DayOrdQty 

For GT orders on days following the day of the first trade.

 
425DayCumQty@DayCumQty 

For GT orders on days following the day of the first trade.

 
426DayAvgPx@DayAvgPx 

For GT orders on days following the day of the first trade.

 
427GTBookingInst@GTBkngInst 

States whether executions are booked out or accumulated on a partially filled GT order

 
75TradeDate@TrdDt 

Used when reporting other than current day trades.

 
60TransactTime@TxnTm 

Time the transaction represented by this ExecutionReport occurred

 
113ReportToExch@RptToExch  
ComponentCommissionDataComm 

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 field.

 
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

 
ComponentYieldDataYield 

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

 
381GrossTradeAmt@GrossTrdAmt  
157NumDaysInterest@NumDaysInt  
230ExDate@ExDt  
158AccruedInterestRate@AcrdIntRt  
159AccruedInterestAmt@AcrdIntAmt  
738InterestAtMaturity@IntAtMat 

For fixed income products which pay lump-sum interest at maturity.

 
920EndAccruedInterestAmt@EndAcrdIntAmt 

For repurchase agreements the accrued interest on termination.

 
921StartCash@StartCsh 

For repurchase agreements the start (dirty) cash consideration

 
922EndCash@EndCsh 

For repurchase agreements the end (dirty) cash consideration

 
258TradedFlatSwitch@TrddFlatSwitch  
259BasisFeatureDate@BasisFeatureDt  
260BasisFeaturePrice@BasisFeaturePx  
238Concession@Concession  
237TotalTakedown@TotTakedown  
118NetMoney@NetMny 

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 field.

 
119SettlCurrAmt@SettlCurrAmt 

Used to report results of forex accommodation trade

 
120SettlCurrency@SettlCcy 

Used to report results of forex accommodation trade

 
155SettlCurrFxRate@SettlCurrFxRt 

Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

 
156SettlCurrFxRateCalc@SettlCurrFxRtCalc 

Specifies whether the SettlCurrFxRate should be multiplied or divided

 
21HandlInst@HandlInst  
110MinQty@MinQty  
111MaxFloor@MaxFloor  
77PositionEffect@PosEfct 

For use in derivatives omnibus accounting

 
210MaxShow@MaxShow  
775BookingType@BkngTyp 

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.

 
58Text@Txt  
354EncodedTextLen@EncTxtLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText@EncTxt 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
193SettlDate2@SettlDt2 

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

 
192OrderQty2@Qty2 

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

 
641LastForwardPoints2@LastFwdPnts2 

Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.

 
442MultiLegReportingType@MLEGRptTyp 

Default is a single security if not specified.

 
480CancellationRights@CxllationRights 

For CIV - Optional

 
481MoneyLaunderingStatus@MnyLaunderingStat  
513RegistID@RegistID 

Reference to Registration Instructions message for this Order.

 
494Designation@Designation 

Supplementary registration information for this Order

 
483TransBkdTime@TransBkdTm 

For CIV - Optional

 
515ExecValuationPoint@ExecValuationPoint 

For CIV - Optional

 
484ExecPriceType@ExecPxTyp 

For CIV - Optional

 
485ExecPriceAdjustment@ExecPxAdjment 

For CIV - Optional

 
638PriorityIndicator@PriInd  
639PriceImprovement@PxImprvmnt  
851LastLiquidityInd@LastLqdtyInd 

Applicable only on OrdStatus of Partial or Filled.

 
ComponentContAmtGrpContAmt 

Number of contract details in this message (number of repeating groups to follow)

 
ComponentInstrmtLegExecGrpExec 

Number of legs

Identifies a Multi-leg Execution if present and non-zero.

 
797CopyMsgIndicator@CopyMsgInd  
ComponentMiscFeesGrpMiscFees 

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group.

** Nested Repeating Group follows **

 
ComponentStandardTrailer