<FillsGrp> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
1362 NoFills FillsGrp N Specifies the number of partial fills included in this Execution Report.
=> 1363 FillExecID @FillExecID C

Unique identifier of execution as assigned by sell-side (broker, exchange, ECN).

Must not overlap ExecID(17).

Required if NoFills(1362) > 0.

=> 1364 FillPx @FillPx C

Price of this partial fill.

Required if NoFills(1362) > 0.

Refer to LastPx(31).

=> 1365 FillQty @FillQty C

Quantity (e.g. shares) bought/sold on this partial fill.

Required if NoFills(1362) > 0.

=> 2673 FillMatchID @MtchID N

Can be used to refer to the related match event.

=> 2674 FillMatchSubID @MtchSubID N

Can be used to refer to a price level (e.g. match step, clip) within the related match event.

=> 1443 FillLiquidityInd @LqdtyInd N

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled

=> 1622 FillYieldType @Typ N

Yield Type, using same values as YieldType (235)

=> 1623 FillYield @Yld N

Yield Percentage, using same values as Yield (236)

=> <NestedParties4> N

Contraparty information