<TradeReportOrderDetail> Component Block

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).

In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.

Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.

The reason for updating the RefOrdID

Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.

Order type from the order associated with the trade

Order price at time of trade

Stop/Limit order price

Execution Instruction from the order associated with the trade

Status of order as of this trade report

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).

(Prior to FIX 4.2 this field was of type int)

Total quantity (e.g. number of shares) filled.

(Prior to FIX 4.2 this field was of type int)

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

The order expiration date/time in UTC

May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.

Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order.

The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire).

Time unit in which the ExposureDuration(1629) is expressed.

Designates the capacity of the firm placing the order.

(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)

(see Volume : "Glossary" for value definitions)

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

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).

The customer capacity for this trade at the time of the order/execution.

Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Identifies the origin of the order.

Identifies the type of execution destination for the order.

Specific device number, terminal number or station where order was entered

Defines the lot type assigned to the order.

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.

For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades.

For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20".