Component TradeReportOrderDetail

Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.

1081

RefOrderIDSource

@RefOrdIDSrc

1431

RefOrdIDReason

@RefOrdIDRsn

The reason for updating the RefOrdID

OrdType

@OrdTyp

Order type from the order associated with the trade

Price

@Px

Order price at time of trade

StopPx

@StopPx

Stop/Limit order price

ExecInst

@ExecInst

Execution Instruction from the order associated with the trade

OrdStatus

@OrdStat

Status of order as of this trade report

38	OrderQty	@Qty	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152	CashOrderQty	@Cash	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
516	OrderPercent	@Pct	For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
468	RoundingDirection	@RndDir	For CIV - Optional
469	RoundingModulus	@RndMod	For CIV - Optional

end Component

@LeavesQty

@CumQty

@TmInForce

@ExpireTm

The order expiration date/time in UTC

1138	DisplayQty	@DisplayQty
1082	SecondaryDisplayQty	@SecDspQty
1083	DisplayWhen	@DspWhn
1084	DisplayMethod	@DspMthd
1085	DisplayLowQty	@DsplLwQty	Required when DisplayMethod = 3
1086	DisplayHighQty	@DisplayHighQty	Required when DisplayMethod = 3
1087	DisplayMinIncr	@DspMinIncr	Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088	RefreshQty	@RfrshQty	Required when DisplayMethod = 2

end Component

528	OrderCapacity	@Cpcty
529	OrderRestrictions	@Rstctions
775	BookingType	@BkngTyp
1432	OrigCustOrderCapacity	@OrigCustOrdCpcty
821	OrderInputDevice	@OrdInptDev
1093	LotType	@LotTyp
483	TransBkdTime	@TransBkdTm
586	OrigOrdModTime	@OrigOrdModTm

FIX.5.0SP2 Component

TradeReportOrderDetail

<TrdRptOrdDetl>