Execution Report

TagField NameReq'dComments
  Standard Header Y MsgType = 8
37 OrderID Y OrderID is required to be unique for each chain of orders.
198 SecondaryOrderID N Can be used to provide order id used by exchange or executing system.
526 SecondaryClOrdID N
527 SecondaryExecID N
11 ClOrdID N 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).
41 OrigClOrdID N 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.
583 ClOrdLinkID N
component block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
229 TradeOriginationDate N
382 NoContraBrokers N Number of ContraBrokers repeating group instances.
375 ContraBroker N First field in repeating group. Required if NoContraBrokers > 0.
337 ContraTrader N
437 ContraTradeQty N
438 ContraTradeTime N
655 ContraLegRefID N
66 ListID N Required for executions against orders which were submitted as part of a list.
548 CrossID N CrossID for the replacement order
551 OrigCrossID N Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
549 CrossType N
17 ExecID Y Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
19 ExecRefID N Required for Trade Cancel and Trade Correct ExecType messages
150 ExecType Y Describes the purpose of the execution report.
39 OrdStatus Y Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636 WorkingIndicator N For optional use with OrdStatus = 0 (New)
103 OrdRejReason N For optional use with ExecType = 8 (Rejected)
378 ExecRestatementReason N Required for ExecType = D (Restated).
1 Account N Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
581 AccountType N Specifies type of account
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
63 SettlmntTyp N
64 FutSettDate N Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values.
544 CashMargin N
635 ClearingFeeIndicator N
Component block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
54 Side Y
Component block <Stipulations> N Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
465 QuantityType N
component block <OrderQtyData> Y Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
40 OrdType N
423 PriceType N
44 Price N Required if specified on the order
99 StopPx N Required if specified on the order
211 PegDifference N Required if specified on the order
388 DiscretionInst N Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
389 DiscretionOffset N Amount (signed) added to the "related to" price specified via DiscretionInst.
15 Currency N
376 ComplianceID N
377 SolicitedFlag N
59 TimeInForce N Absence of this field indicates Day order
168 EffectiveTime N Time specified on the order at which the order should be considered valid
432 ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126 ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
18 ExecInst N Can contain multiple instructions, space delimited.
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
47 Rule80A N (deprecated)
32 LastQty N 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.
652 UnderlyingLastQty N
31 LastPx N 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.
651 UnderlyingLastPx N
194 LastSpotRate N Applicable for F/X orders
195 LastForwardPoints N Applicable for F/X orders
30 LastMkt N
336 TradingSessionID N
625 TradingSessionSubID N
29 LastCapacity N
151 LeavesQty Y 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.
14 CumQty Y Currently executed quantity for chain of orders.
6 AvgPx Y
424 DayOrderQty N For GT orders on days following the day of the first trade.
425 DayCumQty N For GT orders on days following the day of the first trade.
426 DayAvgPx N For GT orders on days following the day of the first trade.
427 GTBookingInst N States whether executions are booked out or accumulated on a partially filled GT order
75 TradeDate N Used when reporting other than current day trades.
60 TransactTime N Time the transaction represented by this ExecutionReport occurred
113 ReportToExch N
component block <CommissionData> N 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.
Component block <SpreadOrBenchmarkCurveData> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component block <YieldData> N Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
381 GrossTradeAmt N
157 NumDaysInterest N
230 ExDate N
158 AccruedInterestRate N
159 AccruedInterestAmt N
258 TradedFlatSwitch N
259 BasisFeatureDate N
260 BasisFeaturePrice N
238 Concession N
237 TotalTakedown N
118 NetMoney N 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.
119 SettlCurrAmt N Used to report results of forex accommodation trade
120 SettlCurrency N Used to report results of forex accommodation trade
155 SettlCurrFxRate N Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
21 HandlInst N
110 MinQty N
111 MaxFloor N
77 PositionEffect N For use in derivatives omnibus accounting
210 MaxShow N
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
193 FutSettDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
641 LastForwardPoints2 N Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.
442 MultiLegReportingType N Default is a single security if not specified.
480 CancellationRights N For CIV - Optional
481 MoneyLaunderingStatus N For CIV - Optional
513 RegistID N Reference to Registration Instructions message for this Order.
494 Designation N Supplementary registration information for this Order
483 TransBkdTime N For CIV - Optional
515 ExecValuationPoint N For CIV - Optional
484 ExecPriceType N For CIV - Optional
485 ExecPriceAdjustment N For CIV - Optional
638 PriorityIndicator N
639 PriceImprovement N
518 NoContAmts N Number of contract details in this message (number of repeating groups to follow)
519 ContAmtType N Must be first field in the repeating group.
520 ContAmtValue N
521 ContAmtCurr N
555 NoLegs N Number of legs
Component block <Instrument Leg> N Must be provided if Number of legs > 0
564 LegPositionEffect N Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
565 LegCoveredOrUncovered N Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
Component block <NestedParties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
654 LegRefID N Used to identify a specific leg.
566 LegPrice N Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
587 LegSettlmntTyp N
588 LegFutSettDate N Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlmntTyp values.
637 LegLastPx N Used to report the execution price assigned to the leg of the multileg instrument
  Standard Trailer Y