ExecutionReport (MsgType = 8, FIXML = ExecRpt)

Required if provided on the order message. Echo back the value provided in the order message.

Can be used to link execution to the MassOrder(35=DJ) message.

Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

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:

- QuoteID(117) of a single Quote(35=S)

- QuoteEntryID(299) of a MassQuote(35=i)

- BidID(390) or OfferID(1867) of a two-sided Quote(35=S)

- MassOrderReportID(2424) of a MassOrderAck(35=DK)

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)

Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

Reference to the MDEntryID(278) of this order or quote in the market data.

Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message.

Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester.

Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester.

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs

Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned.

Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request.

Specifies party information related to the submitter.

Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Type of reference obligation for credit derivatives contracts.

Required for executions against orders which were submitted as part of a list.

CrossID for the replacement order

Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G).

Type of cross being submitted to a market

The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.

Conditionally required when RefRiskLimitCheckID(2334) is specified.

Identifier assigned by a matching system to a match event that results in multiple executions or trades.

Used to identify each price level, step or clip within a match event.

The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values.

Can be used to provide further detail for ExecType(150) field.

For optional use with OrdStatus = 0 (New)

Current working price of the order relative to the state of the order.

In the context of US CAT this can be used for the current price of the parent order when reporting a split into new (child) orders.

For optional use with ExecType = 8 (Rejected)

Reason description for rejecting the transaction request.

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

Indicates whether the trade or transaction was executed anonymously.

Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.

For optional use in algo trials.

If ExecType(150)=F (Trade), indicates the algorithm used for last fill.

Unique identifier for a certificate issued by an algorithmic trading firm.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades. Conditionally requires presence of TrdType(828).

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

For optional use in reporting trades as alternative to the use of individual fields.

Specifies the regulatory mandate or rule that the transaction complies with.

Trade side of payout payer.

Indicates if the transaction was previously reported to the counterparty or market.

May be used to bilaterally inform counterparty of trade reporting status.

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Specifies type of account

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Unique identifier for allocation message.

(Prior to FIX 4.1 this field was of type int)

Pre-trade allocation instructions.

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

The point in the matching process at which this trade was matched.

Defines the type of interest behind a trade (fill or partial fill).

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

(Values source CBOT, CME, NYBOT, and NYMEX):

Number of underlyings

Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.

Available for optional use when Side(54) = 6(Sell short exempt).

PartyID value within an instrument party repeating group. Same values as PartyID (448)

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

Defines the lot type assigned to the order.

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Code to represent the price type.

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

Defines the type of price protection the customer requires on their order.

Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered.

The current price the order is pegged at

The reference price of a pegged order.

The current discretionary price of the order

Method used for negotiation of contract price.

Required if specified on the order

Type of price used to determine upfront payment for swaps contracts.

The target strategy of the order

Strategy parameter block

For further specification of the TargetStrategy

For communication of the performance of the order versus the target strategy

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.

For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).

Identifies class or source of the Currency(15) value.

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Free text for compliance information required for regulatory reporting.

Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

Indicates whether or not the order was solicited.

Absence of this field indicates Day order

Time specified on the order at which the order should be considered valid

Conditionally required when TimeInForce(59)=10 (Good for Time)

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

Can contain multiple instructions, space delimited.

Instruction related to system generated auctions, e.g. flash order auctions.

Used to identify whether the order initiator is an aggressor or not in the trade.

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.

Designates the capacity in which the order is submitted for trading by the market participant.

Type of regulatory report.

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.

Applies to trades resulting from the order.

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade.

Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event.

The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.

The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

Mid price/rate.

For OTC swaps this is the mid-market mark (for example, as defined by CFTC).

For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.

Applicable for F/X orders

Applicable for F/X orders

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).

Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.

Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.

If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed.

Identifies the type of venue where a trade was executed.

Identifies the market segment

Execution destination as defined by institution when order is entered.

Valid values:

See "Appendix 6-C"

The ID source of ExDestination

Identifies the type of execution destination for the order.

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

A code that represents a time interval in which a fill or trade occurred.

Required for US futures markets.

Broker capacity in order execution

Insert here the set of "LimitAmts" fields defined in "Common Components"

Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84).

Not required for markets where average price is not calculated by the market.

Conditionally required otherwise.

For GT orders on days following the day of the first trade.

For GT orders on days following the day of the first trade.

For GT orders on days following the day of the first trade.

Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17).

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component.

Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component.

Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.

States whether executions are booked out or accumulated on a partially filled GT order

Used when reporting other than current day trades.

Time the transaction represented by this ExecutionReport(35=8) occurred.

Identifies party of trade responsible for exchange reporting.

Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.

The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.

The end date must always be greater than or equal to start date.

Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Amount of Accrued Interest for convertible bonds and fixed income

For fixed income products which pay lump-sum interest at maturity.

For repurchase agreements the accrued interest on termination.

For repurchase agreements the start (dirty) cash consideration.

For repurchase agreements the end (dirty) cash consideration.

Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Price for BasisFeatureDate.

See BasisFeatureDate (259)

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Provides the reduction in price for the secondary market in Muncipals.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field.

Used to report results of forex accommodation trade.

Used to report results of forex accommodation trade.

Required for Non-Deliverable Forwards.

Identifies class or source of the SettlCurrency(120) value.

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.

Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120).

Specifies whether the SettlCurrFxRate(155) should be multiplied or divided.

Instructions for order handling on Broker trading floor

Minimum quantity of an order to be executed.

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

Indicates how the minimum quantity should be applied when executing the order.

Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.

Specifies the type of trade strategy.

Type of underlying InstrumentPartySubID (1053) value.

Same values as PartySubIDType (803)

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

May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation.

Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.

Used to indicate if a product or group of product supports the creation of flexible securities.

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Designates the account type to be used for the order when submitted to clearing.

For use in derivatives omnibus accounting

Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).

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

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.

Free format text string

(Note: this field does not have a specified maximum length)

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.

Default is a single security if not specified.

For contingency orders, the type of contingency as specified in the order.

For CIV - Optional

A one character code identifying Money laundering status.

Reference to Registration Instructions message for this Order.

Supplementary registration information for this Order

For CIV - Optional

For CIV - Optional

For CIV - Optional

For CIV - Optional

Indicates if a Cancel/Replace has caused an order to lose book priority.

Amount of price improvement.

Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled).

Indicates the current state of the underlying instrument.

Specifies the leg executions of a multi-leg order or quote.

Indicates whether or not this message is a drop copy of another message.

Required if any miscellaneous fees are reported.

The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.

Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).

Indicates if the customer directed this order to a specific execution venue "Y" or not "N".

A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.

Identifies the broker-dealer department that first took the order.

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.

Identifies the origin of the order.

May be used for cross orders submitted with single order messages.

An identifier representing the department or desk within the firm that originated the order.

An identifier representing the department or desk within the firm that received the order.

Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order.

An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant.

May be used for cross orders submitted with single order messages.

Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest.

This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.

Identifies the type of owner.

Can be used to highlight change of order ownership.

Used to report volume with a trade

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.

Position limit in the near-term contract for a given exchange-traded product.

May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report.

Free form text to specify additional trade continuation information or data.

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.

Annualized volatility for option model calculations

Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.

Interest rate. Usually some form of short term rate.

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.

This value is normally between -1.0 and 1.0.

The best quoted price received among those not traded.

The ID reference to the order being hit or taken.

For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.

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.

Used to reference an order via ClOrdID(11).

May be used to provide a list of orders and their relationship to the order identified in this message.

Type of auction order.

Percentage of matched quantity to be allocated to the submitter of the response to an auction order.

Locked order quantity.

Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity.

Indicates whether an order is locked and for what reason.

Instruction to define conditions under which to release a locked order or parts of it.

Quantity to be made available, i.e. released from a lock.

Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.

Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.

Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).