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