Execution Report
Application Messages
| Message type | Tag 35 (MsgType) |
|---|---|
| Execution Report | 8 |
Execution Reports
The Execution Report (8) message relays order information relating to new, modded, or filled orders.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 60 | TransactTime | String | Y | Time of execution report creation (UTC) |
| 37 | OrderId | String | Y | Unique identifier among all active orders. Corresponds to most recent Open or Modify ackId. Encoded as a decimal number |
| 11 | ClOrdId | String | Y | Corresponds to orderId. Encoded as a decimal number. ClOrdId (11) and SecondaryClOrdId (526) or BlockTraderId (20526) represent a unique order identifier per order originator |
| 526 | SecondaryClOrdId | String | C | Corresponds to connectionId. Encoded as a hexadecimal number. Required if TradeType (828) = 0 |
| 20526 | BlockTraderId | String | C | Unique identifier for block trader. Encoded as a UUID. Required if TradeType (828) = 1 |
| 41 | OrigClOrdId | String | C | ClOrdId(11) of the order to be replaced (See Bitnomial Order Replace). Encoded as a decimal number |
| 17 | ExecId | String | Y | Unique identifier of the execution report. Corresponds to ackId. Encoded as a decimal number |
| 150 | ExecType | Char | Y | 0 = New, 4 = Canceled, 5 = Replaced, F = Fill |
| 39 | OrdStatus | Char | Y | 0 = New, 1 = Partial Fill, 2 = Fill, 4 = Canceled |
| 1 | Account | String | Y | Clearing account identifier. Max len 10 |
| 55 | Symbol | String | C | Product identifier. (See Bitnomial Symbology) |
| 20055 | ProductId | Int | C | Integer identifier for Symbol (55). Corresponds to product_id in the Product API |
| 54 | Side | Char | Y | 1 = Buy, 2 = Sell |
| 44 | Price | Price | Y | Price of order in dollars with cents eg. price of 9000 = '9000.00' |
| 59 | TimeInForce | Char | Y | 0 = Day, 1 = GTC, 3 = IOC |
| 38 | OrderQty | Qty | Y | Quantity of order |
| 31 | LastPx | Price | C | Price of this fill in dollars with cents eg. price of 9000 = '9000.00'. Required if ExecType (150) = F |
| 32 | LastQty | Qty | C | Quantity of this last fill. Required if ExecType (150) = F |
| 151 | LeavesQty | Qty | Y | Quantity open for further execution |
| 14 | CumQty | Qty | Y | Quantity currently filled for this order |
| 6 | AvgPx | Price | Y | Volume weighted average execution price in dollars with cents eg. price of 9000 = '9000.00' |
| 167 | SecurityType | String | Y | FUT = Future, OPT = Option, SPD = Spread |
| 200 | MaturityMonthYear | MonthYear | Y | Format YYYYMM. Required if SecurityType (167) = FUT or OPT |
| 201 | PutOrCall | Int | C | 0 = Put 1 = Call. Required when SecurityType (167) = OPT |
| 202 | StrikePrice | Price | C | Strike price in dollars with cents eg. price of 9000 = '9000.00'. Required when SecurityType (167) = OPT |
| 439 | ClearingFirm | String | Y | Clearing firm identifier. Max len 2 |
| 582 | CustOrderCapacity | Int | Y | CTI Code, 1 = CTI1, 2 = CTI2, 3 = CTI3 4 = CTI4 |
| 581 | AccountType | Int | Y | 1 = Seg/Customer 2 = Reg/House |
| 828 | TradeType | Int | Y | 0 = Regular Trade 1 = Block Trade |
| 851 | LastLiquidityInd | Int | N | 1 = Added Liquidity 2 = Removed Liquidity , Only applicable when Order Status (39) = Partial or Filled |
| 555 | NoLegs | Int | C | Number of legs in repeating group. Required if multi leg product |
| => 600 | LegSymbol | String | Y | Multileg underlying instrument's Symbol (55) |
| => 609 | LegSecurityType | String | Y | Multileg underlying instrument's SecurityType (167) |
| => 610 | LegMaturityMonthYear | MonthYear | Y | Multileg underlying instrument's MaturityMonthYear (200) |
| => 612 | LegStrikePrice | Price | C | Multileg underlying instrument's StrikePrice (202) |
| => 624 | LegSide | Price | Y | Multileg underlying instrument's Side (54) |
| => 637 | LegLastPx | Price | C | Multileg underlying instrument's LastPx (31) |
Example:
8=FIX.4.4 | 9=168 | 35=8 | 49=BTNL_DC | 56=fix_client | 34=1 | 50=FastTradeInc | 52=20061124-15:47:02.951 | 37=1 | 11=0 | 526=1 | 17=1 | 150=0 | 39=0 | 1=FTI | 55=BUSZ6 | 20055=231 | 54=1 | 44=19000 | 38=10 | 151=10 | 14=0 | 6=0 | 167=FUT | 541=20061221 | 439=JP | 582=2 | 581=2 | 828=0 | 10=CHECKSUM |
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