Overview
The <FillsGrp> specifies the partial fills included in an Execution Report (8).
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 |
|---|---|---|---|---|
| 1362 | NoFills | NUMINGROUP | C Sent when an order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market,” or when itemizing leg fills from a single summary fill received from the exchange. Sent when tag 1362 > 0. | Number of partial fills included in this Execution Report |
| 1363 | FillExecID | STRING | C Sent when tag 1362 > 0 | Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID). |
| 1364 | FillPx | PRICE | C Sent when tag 1362 > 0 | Price of this partial fill |
| 1365 | FillQty | QTY | C Sent when tag 1362 > 0 | Quantity (e.g. shares) bought or sold in this partial fill |
| 16118 | FillTradingVenueRegulatoryTradeID | STRING | C Sent if available when tag 1362 > 0 | Trading Venue transaction identification code Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent. Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent. |
| 16119 | FillLastLiquidityIndicator | INT | N | Whether this fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this FillsGrp repeating group. Possible values:
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