Execution Report

TagField NameReq'dComments
Component Block <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
693 QuoteRespID N Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.
790 OrdStatusReqID N Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
584 MassStatusReqID N Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
911 TotNumReports N Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.
912 LastRptRequested N 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.
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
660 AcctIDSource N
581 AccountType N Specifies type of account
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
63 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType 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"
Component Block <Financing Details> N Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
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"
854 QtyType N
Component Block <Order Qty Data> N 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.
40 OrdType N
423 PriceType N
44 Price N Required if specified on the order
99 StopPx N Required if specified on the order
Component Block <Peg Instructions> N Insert here the set of "PegInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Discretion Instructions> N Insert here the set of "DiscretionInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
839 PeggedPrice N The current price the order is pegged at
845 DiscretionPrice N The current discretionary price of the order
847 TargetStrategy N The target strategy of the order
848 TargetStrategyParameters N For further specification of the TargetStrategy
849 ParticipationRate N 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)
850 TargetStrategyPerformance N For communication of the performance of the order versus the target strategy
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
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
669 LastParPx N 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.
194 LastSpotRate N Applicable for F/X orders
195 LastForwardPoints N Applicable for F/X orders
30 LastMkt N If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
336 TradingSessionID N
625 TradingSessionSubID N
943 TimeBracket 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 <Commission Data> 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 <Spread Or Benchmark Curve Data> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Yield Data> 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
738 InterestAtMaturity N For fixed income products which pay lump-sum interest at maturity.
920 EndAccruedInterestAmt N For repurchase agreements the accrued interest on termination.
921 StartCash N For repurchase agreements the start (dirty) cash consideration
922 EndCash N For repurchase agreements the end (dirty) cash consideration
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
775 BookingType N 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.
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 SettlDate2 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
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
851 LastLiquidityInd N Applicable only on OrdStatus of Partial or Filled.
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 Identifies a Multi-leg Execution if present and non-zero.
Component Block <Instrument Leg> N Must be provided if Number of legs > 0
687 LegQty N
690 LegSwapType N Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
Component Block <Leg Stipulations> N
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 <Nested Parties> 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 LegSettlType N
588 LegSettlDate N Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values.
637 LegLastPx N Used to report the execution price assigned to the leg of the multileg instrument
797 CopyMsgIndicator N
136 NoMiscFees N Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
137 MiscFeeAmt N Required if NoMiscFees > 0
138 MiscFeeCurr N
139 MiscFeeType N Required if NoMiscFees > 0
891 MiscFeeBasis N
Component Block <Standard Trailer> Y
XML DTD
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<!ENTITY % ExctnRptContent "OrdID, ScndOrdID?, ScndClOrdID?, ScndExecID?, ClOrdID?, OrigClOrdID?, ClOrdLinkID?, QuotRespID?, OrdStatReqID?, MassStatReqID?, TotNumRpts?, LastRptReqed?, Ptys?, TrdOrigntnDt?, ContraGrp*, ListID?, CrssID?, OrigCrssID?, CrssTyp?, ExecID, ExecRefID?, ExecTyp, OrdStat, WorkingInd?, OrdRejRsn?, ExecRstmtRsn?, Acct?, AcctIDSrc?, AcctTyp?, DayBkngInst?, BkngUnit?, PreallocMethod?, SettlTyp?, SettlDt?, CshMgn?, ClrngFeeInd?, Instrmt, FinancingDetails?, UndInstrmtGrp*, Side, Stips?, QtyTyp?, OrdQtyData?, OrdTyp?, PxTyp?, Px?, StopPx?, PegInstrctns?, DsctnInstrctns?, PeggedPx?, DsctnPx?, TgtStrategy?, TgtStrategyParameters?, ParticipationRt?, TgtStrategyPerformance?, Ccy?, ComplianceID?, SolicitedFlag?, TmInForce?, EfctvTm?, ExpireDt?, ExpireTm?, ExecInst?, OrdCpcty?, OrdRstctions?, CustOrdCpcty?, LastQty?, UndLastQty?, LastPx?, UndLastPx?, LastParPx?, LastSpotRt?, LastFwdPnts?, LastMkt?, TrdgSessID?, TrdgSessSubID?, TmBracket?, LastCpcty?, LeavesQty, CumQty, AvgPx, DayOrdQty?, DayCumQty?, DayAvgPx?, GTBkngInst?, TrdDt?, TransactTm?, RptToExch?, CommData?, SpreadOrBnchmkCrvData?, YldData?, GrossTrdAmt?, NumDaysInt?, ExDt?, AcrdIntRt?, AcrdIntAmt?, IntAtMat?, EndAcrdIntAmt?, StartCsh?, EndCsh?, TrddFlatSwitch?, BasisFeatureDt?, BasisFeaturePx?, Concession?, TotTakedown?, NetMny?, SettlCurrAmt?, SettlCcy?, SettlCurrFxRt?, SettlCurrFxRtCalc?, HandlInst?, MinQty?, MaxFloor?, PosEfct?, MaxShow?, BkngTyp?, Text?, EncTextLen?, EncText?, SettlDt2?, OrdQty2?, LastFwdPnts2?, MultiLegRptingTyp?, CxllationRights?, MnyLaunderingStat?, RegistID?, Designation?, TransBkdTm?, ExecValuationPoint?, ExecPxTyp?, ExecPxAdjment?, PriInd?, PxImprvmnt?, LastLqdtyInd?, ContAmtGrp*, InstrmtLegExecGrp*, CopyMsgInd?, MiscFeesGrp* %ExctnRptCustom;" >
<!ELEMENT ExctnRpt (%ExctnRptContent;)>
<!ATTLIST ExctnRpt
FIXMsgType_ENUM CDATA #FIXED "8"
Category CDATA #FIXED "SingleGeneralOrderHandling"
FIXSpecVolume CDATA #FIXED 'Volume4'
FullName CDATA #FIXED "ExecutionReport"
ComponentType CDATA #FIXED "Message" >