Execution Report (8) Message
Purpose
Used to receive order information from a third-party FIX acceptor, such as fills, cancel and change accepts or rejects, and unsolicited changes
Message Direction
From a third-party FIX acceptor to the TT FIX Order Gateway
Tag Directory
Click the links below to navigate to the documentation for that tag.
Using the FIX Tag Directory
- Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
- Show Comments – Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
- Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
| Tag | Name | Type | Required | Comments | |||||
|---|---|---|---|---|---|---|---|---|---|
| Header | Y | For additional information about this component group, consult the documentation. 35=8 (MsgType) | |||||||
| 17 | ExecID | STRING | Y | Unique identifier for this execution report | |||||
| 20 | ExecTransType | CHAR | Y | Type of execution report Third-party FIX acceptors should always send 0 (New) | |||||
| 37 | OrderID | STRING | Y | Order ID assigned by the third-party FIX acceptor | |||||
| 11 | ClOrdID | STRING | Y | Unique identifier for an Order as assigned by TT. Uniqueness is guaranteed within a single FIX trading session. Tag 11 values may be reused after the daily or weekly FIX session reset. Maximum length of the tag 11 is (20) characters. | |||||
| 41 | OrigClOrdID | STRING | C Not required when 150=0 (New) or when this Execution Report (8) is not in response to a direct change change (such as a fill) | Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message | |||||
| 150 | ExecType | CHAR | Y | Indicates the reason for sending this Execution Report Possible values include:
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| 103 | OrdRejReason | INT | C Send when Tag 150 (ExecType) is 8 (Reject) | Reason for rejecting the incoming request Possible values include:
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| 58 | Text | STRING | C Send when you want to include additional information | Additional information about the message | |||||
| 378 | ExecRestatementReason | INT | C Send when Tag 150 (ExecType) = D (Restated) | Reason for the restatement Possible values:
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| 39 | OrdStatus | CHAR | Y | Status of the order Possible values include:
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| 32 | LastShares | QTY | C Send only when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill) | Indicates the number of contracts that just filled | |||||
| 31 | LastPx | PRICE | C Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill) | Price of this fill If Tag 442 (MultiLegReportingType) is 2 (Leg), the value represents the price at which a leg of the spread filled. The message’s Instrument Component identifies the filled leg. | |||||
| 6 | AvgPx | PRICE | C Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill) | Average price of all fills on this order The value is calculated as follows:
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| 60 | TransactTime | UTCTIMESTAMP | Y | Time, in UTC, the transaction occurred. | |||||
| 151 | LeavesQty | QTY | Y | Number of contracts that are still working in the market Possible values include:
Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contracts that are still working for the leg of the specified strategy. | |||||
| 14 | CumQty | QTY | Y | Total number of contracts that have filled over the life of this order The value always equals the sum of the Tag 32 (LastShares) of all fill execution reports received for this order, including this one. Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contacts that have filled for the leg of the specified strategy. | |||||
| 442 | MultiLegReportingType | CHAR | Y | Indicates what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.) Possible values include:
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| 75 | TradeDate | LOCALMKTDATE | C Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill) | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | |||||
| Instrument | Y | Instrument associated with this message. For additional information about this component group, consult the full documentation. | |||||||
| Trader | Y | Trader information associated with this Execution Report For additional information about this component group, consult the full documentation. | |||||||
| 44 | Price | PRICE | C Send when Tag 40 (OrdType) is one of the following:
| Order price | |||||
| 99 | StopPx | PRICE | C Send when Tag 40 (OrdType) is one of the following:
| Trigger price for a stop order. | |||||
| 110 | MinQty | QTY | C Send for Minimum Volume (MV) orders | Minimum quantity for a Minimum Volume (MV) order | |||||
| 1138 | DisplayQty | QTY | C Send for disclosed quantity orders | Quantity to disclose for a disclosed quantity (Iceberg) order | |||||
| 38 | OrderQty | QTY | Y | Total order quantity | |||||
| 54 | Side | CHAR | Y | Side of the order Possible values include:
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| 40 | OrdType | CHAR | Y | Order type Possible values include:
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| 77 | OpenClose | CHAR | Y | Whether the resulting position after a trade should be an opening position or closing position Possible values:
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| 59 | TimeInForce | CHAR | Y | How long an order remains active Possible values :
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| 432 | ExpireDate | LOCALMKTDATE | C Send when tag 59 (TimeInForce) = 6 (Good Till Cancel) | Date a Good Till Date order expires | |||||
| 8016 | TradingVenueRegulatoryTradeID | STRING | C Available only when included on the Execution Report provided to TT by the external counterparty. | Code assigned by the trading venue to the transaction pursuant to Article 12 of RTS on the maintenance of relevant data relating to orders in financial instruments, (a/k/a Trading Venue Transaction ID Code or TV TIC). | |||||
| 7928 | SelfMatchPreventionID | STRING | N | Exchange-registered identifier that enables customers to prevent the matching of orders for accounts with common ownership, even across different executing firms. | |||||
| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS. | |||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||
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Message Notes
The Execution Report (8) message is used to respond to a successful order request, a fill, or an unsolicited order change.