The execution report message is used to:
1. Confirm the receipt of an order
2. Confirm changes to an existing order (i.e. accept cancel and replace requests)
3. Relay order status information
4. Relay fill information on working orders
5. Reject orders
6. Report post-trade fees calculations associated with a trade
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = 8 | Y | FIX.2.7 | |
| 37 | OrderID | OrderID is required to be unique for each chain of orders. | Y | FIX.2.7 | |
| 198 | SecondaryOrderID | Can be used to provide order id used by exchange or executing system. | FIX.4.1 | ||
| 11 | ClOrdID | Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker. | FIX.2.7 | ||
| 41 | OrigClOrdID | Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | FIX.4.1 | ||
| 109 | ClientID | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.3.0 | ||
| 76 | ExecBroker | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.2.7 | ||
| 382 | NoContraBrokers | Number of ContraBrokers repeating group instances. | FIX.4.2 | ||
| 375 | ContraBroker | First field in repeating group. Required if NoContraBrokers > 0. | FIX.4.2 | ||
| 337 | ContraTrader | FIX.4.2 | |||
| 437 | ContraTradeQty | FIX.4.2 | |||
| 438 | ContraTradeTime | FIX.4.2 | |||
| 66 | ListID | Required for executions against orders which were submitted as part of a list. | FIX.2.7 | ||
| 17 | ExecID | Must be unique for each Execution Report message | Y | FIX.2.7 | |
| 20 | ExecTransType | Y | FIX.2.7 | ||
| 19 | ExecRefID | Required for Cancel and Correct ExecTransType messages | FIX.2.7 | ||
| 150 | ExecType | Describes the type of execution report. Same possible values as OrdStatus. | Y | FIX.4.1 | |
| 39 | OrdStatus | Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx | Y | FIX.2.7 | |
| 103 | OrdRejReason | For optional use with ExecType = 8 (Rejected) | FIX.2.7 | ||
| 378 | ExecRestatementReason | Required for ExecType = D (Restated). | FIX.4.2 | ||
| 1 | Account | Required for executions against electronically submitted orders which were assigned an account by the institution | FIX.2.7 | ||
| 63 | SettlmntTyp | Absence of this field is interpreted as Regular. | FIX.2.7 | ||
| 64 | FutSettDate | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | FIX.2.7 | ||
| 55 | Symbol | Y | FIX.2.7 | ||
| 65 | SymbolSfx | FIX.2.7 | |||
| 48 | SecurityID | FIX.2.7 | |||
| 22 | IDSource | FIX.2.7 | |||
| 167 | SecurityType | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.1 | ||
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 | ||
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
| 201 | PutOrCall | For Options. | FIX.4.1 | ||
| 202 | StrikePrice | For Options. | FIX.4.1 | ||
| 206 | OptAttribute | For Options. | FIX.4.1 | ||
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.3.0 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.3.0 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 54 | Side | Y | FIX.2.7 | ||
| 38 | OrderQty | Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order. | FIX.2.7 | ||
| 152 | CashOrderQty | Either CashOrderQty or OrderQty is required. Specifies the approximate “monetary quantity” conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills. | FIX.4.2 | ||
| 40 | OrdType | FIX.2.7 | |||
| 44 | Price | Required if specified on the order | FIX.2.7 | ||
| 99 | StopPx | Required if specified on the order | FIX.2.7 | ||
| 211 | PegDifference | Required if specified on the order | FIX.4.1 | ||
| 388 | DiscretionInst | Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. | FIX.4.2 | ||
| 389 | DiscretionOffset | Amount (signed) added to the “related to” price specified via DiscretionInst. | FIX.4.2 | ||
| 15 | Currency | FIX.2.7 | |||
| 376 | ComplianceID | FIX.4.2 | |||
| 377 | SolicitedFlag | FIX.4.2 | |||
| 59 | TimeInForce | Absence of this field indicates Day order | FIX.2.7 | ||
| 168 | EffectiveTime | Time specified on the order at which the order should be considered valid | FIX.4.2 | ||
| 432 | ExpireDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.2 | ||
| 126 | ExpireTime | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.0 | ||
| 18 | ExecInst | Can contain multiple instructions, space delimited. | FIX.2.7 | ||
| 47 | Rule80A | FIX.2.7 | |||
| 32 | LastShares | Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be “0” for non-fills (“fill” defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. |
FIX.2.7 | ||
| 31 | LastPx | Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the “all-in” (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be “0” for non-fills (“fill” defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at. |
FIX.2.7 | ||
| 194 | LastSpotRate | Applicable for F/X orders | FIX.4.1 | ||
| 195 | LastForwardPoints | Applicable for F/X orders | FIX.4.1 | ||
| 30 | LastMkt | FIX.2.7 | |||
| 336 | TradingSessionID | FIX.4.2 | |||
| 29 | LastCapacity | FIX.2.7 | |||
| 151 | LeavesQty | Amount of shares 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. | Y | FIX.4.1 | |
| 14 | CumQty | Currently executed shares for chain of orders. | Y | FIX.2.7 | |
| 6 | AvgPx | Y | FIX.2.7 | ||
| 424 | DayOrderQty | For GT orders on days following the day of the first trade. | FIX.4.2 | ||
| 425 | DayCumQty | For GT orders on days following the day of the first trade. | FIX.4.2 | ||
| 426 | DayAvgPx | For GT orders on days following the day of the first trade. | FIX.4.2 | ||
| 427 | GTBookingInst | States whether executions are booked out or accumulated on a partially filled GT order | FIX.4.2 | ||
| 75 | TradeDate | Used when reporting other than current day trades. | FIX.2.7 | ||
| 60 | TransactTime | Time the transaction represented by this ExecutionReport occurred | FIX.2.7 | ||
| 113 | ReportToExch | FIX.3.0 | |||
| 12 | Commission | 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 (15) field. | FIX.2.7 | ||
| 13 | CommType | FIX.2.7 | |||
| 381 | GrossTradeAmt | FIX.4.2 | |||
| 119 | SettlCurrAmt | Used to report results of forex accommodation trade | FIX.4.0 | ||
| 120 | SettlCurrency | Used to report results of forex accommodation trade | FIX.4.0 | ||
| 155 | SettlCurrFxRate | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | FIX.4.1 | ||
| 156 | SettlCurrFxRateCalc | Specifies whether the SettlCurrFxRate should be multiplied or divided | FIX.4.1 | ||
| 21 | HandlInst | FIX.4.2 | |||
| 110 | MinQty | FIX.4.2 | |||
| 111 | MaxFloor | FIX.4.2 | |||
| 77 | OpenClose | For options | FIX.4.2 | ||
| 210 | MaxShow | FIX.4.2 | |||
| 58 | Text | FIX.2.7 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 193 | FutSettDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.2 | ||
| 192 | OrderQty2 | Can be used with OrdType = “Forex – Swap” to specify the order quantity for the future portion of a F/X swap. | FIX.4.2 | ||
| 439 | ClearingFirm | FIX.4.2 | |||
| 440 | ClearingAccount | FIX.4.2 | |||
| 442 | MultiLegReportingType | Default is a single security if not specified. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.2.7 |