ExecutionReport/FIX.5.0SP2+

Message Content of ExecutionReport (MsgType=8)

TagText	FieldName or ComponentName	Required	Description
	StandardHeader	x	MsgType = 8
	ApplicationSequenceControl		For use in drop copy applications. NOT FOR USE in transactional applications.
37	OrderID	x	OrderID is required to be unique for each chain of orders.
198	SecondaryOrderID		Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.
526	SecondaryClOrdID
527	SecondaryExecID
11	ClOrdID		Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: o QuoteID(117) of a single Quote(35=S) o QuoteEntryID(299) of a MassQuote(35=i) o BidID(390) or OfferID(1867) of a two-sided Quote(35=S)
1166	QuoteMsgID		In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i)
41	OrigClOrdID		Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
583	ClOrdLinkID
278	MDEntryID		Reference to the MDEntryID(278) of this order or quote in the market data.
693	QuoteRespID		Required if responding to a QuoteResponse message. Echo back the Initiator's value specified in the message.
790	OrdStatusReqID		Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
584	MassStatusReqID		Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
961	HostCrossID		Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
911	TotNumReports		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		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.
	Parties		This is party information related to the submitter of the request.
	TargetParties		Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.
229	TradeOriginationDate
	ContraGrp		Number of ContraBrokers repeating group instances.
66	ListID		Required for executions against orders which were submitted as part of a list.
548	CrossID		CrossID for the replacement order
551	OrigCrossID		Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
549	CrossType
880	TrdMatchID
17	ExecID	x	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
19	ExecRefID		Required for Trade Cancel and Trade Correct ExecType messages
150	ExecType	x	Describes the purpose of the execution report.
39	OrdStatus	x	Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636	WorkingIndicator		For optional use with OrdStatus = 0 (New)
103	OrdRejReason		For optional use with ExecType = 8 (Rejected)
1328	RejectText		Reason description for rejecting the transaction request.
1664	EncodedRejectTextLen		Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText		Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
378	ExecRestatementReason		Required for ExecType = D (Restated).
1	Account		Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660	AcctIDSource
581	AccountType		Specifies type of account
589	DayBookingInst
590	BookingUnit
591	PreallocMethod
70	AllocID
	PreAllocGrp		Pre-trade allocation instructions.
63	SettlType
64	SettlDate		Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date".
574	MatchType
1115	OrderCategory
544	CashMargin
635	ClearingFeeIndicator
	Instrument	x	Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	FinancingDetails		Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
	UndInstrmtGrp		Number of underlyings
54	Side	x
1688	ShortSaleExemptionReason		Available for optional use when Side(54) = 6(Sell short exempt).
	Stipulations		Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
854	QtyType
	OrderQtyData		Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. **
1093	LotType
40	OrdType
423	PriceType
44	Price		Required if specified on the order
1092	PriceProtectionScope
99	StopPx		Required if specified on the order
	TriggeringInstruction		Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
1823	Triggered
	PegInstructions		Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
	DiscretionInstructions		Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
839	PeggedPrice		The current price the order is pegged at
1095	PeggedRefPrice		The reference price of a pegged order.
845	DiscretionPrice		The current discretionary price of the order
1740	TradePriceNegotiationMethod
1742	UpfrontPrice		Required if specified on the order
1741	UpfrontPriceType
847	TargetStrategy		The target strategy of the order
	StrategyParametersGrp		Strategy parameter block
848	TargetStrategyParameters		For further specification of the TargetStrategy
849	ParticipationRate		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		For communication of the performance of the order versus the target strategy
15	Currency
376	ComplianceID
377	SolicitedFlag
59	TimeInForce		Absence of this field indicates Day order
168	EffectiveTime		Time specified on the order at which the order should be considered valid
432	ExpireDate		Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126	ExpireTime		Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
1629	ExposureDuration		Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit
18	ExecInst		Can contain multiple instructions, space delimited.
1057	AggressorIndicator
1805	AuctionInstruction
528	OrderCapacity
529	OrderRestrictions
1091	PreTradeAnonymity
1815	TradingCapacity
1390	TradePublishIndicator		Applies to trades resulting from the order.
582	CustOrderCapacity
32	LastQty		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.
1056	CalculatedCcyLastQty		Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade.
1071	LastSwapPoints		Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event.
652	UnderlyingLastQty
1828	LastQtyVariance
31	LastPx		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. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap.
651	UnderlyingLastPx
669	LastParPx		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		Applicable for F/X orders
195	LastForwardPoints		Applicable for F/X orders
1743	LastUpfrontPrice		Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount).
30	LastMkt		If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
100	ExDestination
1300	MarketSegmentID
1133	ExDestinationIDSource
336	TradingSessionID
625	TradingSessionSubID
943	TimeBracket
29	LastCapacity
	LimitAmts		Insert here the set of "LimitAmts" fields defined in "Common Components"
151	LeavesQty	x	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	x	Currently executed quantity for chain of orders.
6	AvgPx		Not required for markets where average price is not calculated by the market. Conditionally required otherwise.
424	DayOrderQty		For GT orders on days following the day of the first trade.
425	DayCumQty		For GT orders on days following the day of the first trade.
426	DayAvgPx		For GT orders on days following the day of the first trade.
1361	TotNoFills		Used to support fragmentation. Sum of NoFills across all messages with the same ExecID.
893	LastFragment		Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
	FillsGrp		Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component.
	OrderEventGrp		Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component.
427	GTBookingInst		States whether executions are booked out or accumulated on a partially filled GT order
75	TradeDate		Used when reporting other than current day trades.
60	TransactTime		Time the transaction represented by this ExecutionReport(35=8) occurred.
113	ReportToExch
	CommissionData		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.
	SpreadOrBenchmarkCurveData		Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
	YieldData		Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
381	GrossTradeAmt
157	NumDaysInterest
230	ExDate
158	AccruedInterestRate
159	AccruedInterestAmt
738	InterestAtMaturity		For fixed income products which pay lump-sum interest at maturity.
920	EndAccruedInterestAmt		For repurchase agreements the accrued interest on termination.
921	StartCash		For repurchase agreements the start (dirty) cash consideration
922	EndCash		For repurchase agreements the end (dirty) cash consideration
258	TradedFlatSwitch
259	BasisFeatureDate
260	BasisFeaturePrice
238	Concession
237	TotalTakedown
118	NetMoney		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		Used to report results of forex accommodation trade
120	SettlCurrency		Used to report results of forex accomodation trade. Required for NDFs.
	RateSource
155	SettlCurrFxRate		Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc		Specifies whether the SettlCurrFxRate should be multiplied or divided
21	HandlInst
110	MinQty
1089	MatchIncrement
1822	MinQtyMethod
1090	MaxPriceLevels
	DisplayInstruction		Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"
	DisclosureInstructionGrp		Specifies instructions to disclose certain order level information in market data.
	MatchingInstructions
111	MaxFloor
1816	ClearingAccountType
77	PositionEffect		For use in derivatives omnibus accounting
210	MaxShow
775	BookingType		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
354	EncodedTextLen		Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
193	SettlDate2		Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192	OrderQty2		Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
641	LastForwardPoints2		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		Default is a single security if not specified.
1385	ContingencyType		For contingency orders, the type of contingency as specified in the order.
480	CancellationRights		For CIV - Optional
481	MoneyLaunderingStatus
513	RegistID		Reference to Registration Instructions message for this Order.
494	Designation		Supplementary registration information for this Order
483	TransBkdTime		For CIV - Optional
515	ExecValuationPoint		For CIV - Optional
484	ExecPriceType		For CIV - Optional
485	ExecPriceAdjustment		For CIV - Optional
638	PriorityIndicator
639	PriceImprovement
851	LastLiquidityInd		Applicable only on OrdStatus of Partial or Filled.
	ContAmtGrp		Number of contract details in this message (number of repeating groups to follow)
	InstrmtLegExecGrp		Number of legs Identifies a Multi-leg Execution if present and non-zero.
797	CopyMsgIndicator
	MiscFeesGrp		Required if any miscellaneous fees are reported.
1380	DividendYield
1028	ManualOrderIndicator
1029	CustDirectedOrder
1030	ReceivedDeptID
1031	CustOrderHandlingInst
1032	OrderHandlingInstSource
	TrdRegTimestamps
1724	OrderOrigination
1725	OriginatingDeptID
1726	ReceivingDeptID
522	OwnerType
1188	Volatility
1189	TimeToExpiration
1190	RiskFreeRate
811	PriceDelta
1917	CoverPrice
	ThrottleResponse
1080	RefOrderID
1081	RefOrderIDSource
1806	RefClOrdID
1803	AuctionType
1804	AuctionAllocationPct
1808	LockedQty
1809	SecondaryLockedQty
1807	LockType
1810	ReleaseInstruction
1811	ReleaseQty
1819	RelatedHighPrice
1820	RelatedLowPrice
1821	RelatedPriceSource
	StandardTrailer	x

Notes

Note that TradingSessionID (336) and TradingSessionSubID (625) do not echo the input values from order entry where they are part of a repeating group. Only a single instance of these fields is present in the Execution Report and it conveys the (sub)session that applies to the event triggering the Execution Report.

Error in FIX Specification:

Typo in description of ClOrdID and OrigClOrdOD: "orders that where electronically submitted" --> "orders that were electronically submitted"