| FRAMES | NO FRAMES |
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List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 1795 | NoOrderEvents | OrdEvent | N |
Number of order events. |
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| => | 1796 | OrderEventType | @Typ | N |
Required when NoOrderEvents(1795) > 0. |
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| => | 1797 | OrderEventExecID | @ID | N |
Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. |
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| => | 1798 | OrderEventReason | @Rsn | N |
Action that caused the event to occur. |
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| => | 1799 | OrderEventPx | @Px | N |
Price associated with the event. |
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| => | 1800 | OrderEventQty | @Qty | N |
Quantity associated with the event. |
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| => | 1801 | OrderEventLiquidityIndicator | @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 OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). |
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| => | 1802 | OrderEventText | @Txt | N |
Additional information about the event. |
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| FRAMES | NO FRAMES |