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. Relay fill information on tradeable or restricted tradeable quotes
6. Reject orders
7. Report post-trade fees calculations associated with a trade

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.1, FIX.4.2, 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
526 SecondaryClOrdID FIX.4.3
527 SecondaryExecID FIX.4.3
11 ClOrdID Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.2.7
41 OrigClOrdID Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
583 ClOrdLinkID FIX.4.3
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
229 TradeOriginationDate FIX.4.3
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
655 ContraLegRefID FIX.4.3
66 ListID Required for executions against orders which were submitted as part of a list. FIX.2.7
548 CrossID CrossID for the replacement order FIX.4.3
551 OrigCrossID Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 CrossType FIX.4.3
17 ExecID Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). Y FIX.2.7
19 ExecRefID Required for Trade Cancel and Trade Correct ExecType messages FIX.2.7
150 ExecType Describes the purpose of the execution report. 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
636 WorkingIndicator For optional use with OrdStatus = 0 (New) FIX.4.3
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 or intermediary FIX.2.7
581 AccountType Specifies type of account FIX.4.3
589 DayBookingInst FIX.4.3
590 BookingUnit FIX.4.3
591 PreallocMethod FIX.4.3
63 SettlmntTyp FIX.2.7
64 FutSettDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
544 CashMargin FIX.4.3
635 ClearingFeeIndicator FIX.4.3
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” Y FIX.4.3
54 Side Y FIX.2.7
BlockRepeating Stipulations Insert here the set of “Stipulations” (repeating group of Fixed Income stipulations) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
465 QuantityType FIX.4.3
Block OrderQtyData Insert here the set of “OrderQtyData” fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Note: OrderQty (38) field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
Y FIX.4.3
40 OrdType FIX.2.7
423 PriceType FIX.4.3
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
528 OrderCapacity FIX.4.3
529 OrderRestrictions FIX.4.3
582 CustOrderCapacity FIX.4.3
47 Rule80A (deprecated) FIX.2.7
32 LastShares Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
FIX.2.7
652 UnderlyingLastQty FIX.4.3
31 LastPx Price of this (last) fill. Required if ExecType = Trade or Trade Correct.
Should represent the “all-in” (LastSpotRate + LastForwardPoints) rate for F/X orders. ).
If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
FIX.2.7
651 UnderlyingLastPx FIX.4.3
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
625 TradingSessionSubID FIX.4.3
29 LastCapacity FIX.2.7
151 LeavesQty Quantity 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 quantity 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
Block CommissionData Insert here the set of “CommissionData” fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Note: 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.4.3
Block SpreadOrBenchmarkCurveData Insert here the set of “SpreadOrBenchmarkCurveData” (Fixed Income spread or benchmark curve) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
Block YieldData Insert here the set of “YieldData” (yield-related) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
381 GrossTradeAmt FIX.4.2
157 NumDaysInterest FIX.4.3
230 ExDate FIX.4.3
158 AccruedInterestRate FIX.4.3
159 AccruedInterestAmt FIX.4.3
258 TradedFlatSwitch FIX.4.3
259 BasisFeatureDate FIX.4.3
260 BasisFeaturePrice FIX.4.3
238 Concession FIX.4.3
237 TotalTakedown FIX.4.3
118 NetMoney Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency (15) field. FIX.4.0
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 use in derivatives omnibus accounting 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
641 LastForwardPoints2 Can be used with OrdType = “Forex – Swap” to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. FIX.4.3
442 MultiLegReportingType Default is a single security if not specified. FIX.4.2
480 CancellationRights For CIV – Optional FIX.4.3
481 MoneyLaunderingStatus For CIV – Optional FIX.4.3
513 RegistID Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation Supplementary registration information for this Order FIX.4.3
483 TransBkdTime For CIV – Optional FIX.4.3
515 ExecValuationPoint For CIV – Optional FIX.4.3
484 ExecPriceType For CIV – Optional FIX.4.3
485 ExecPriceAdjustment For CIV – Optional FIX.4.3
638 PriorityIndicator FIX.4.3
639 PriceImprovement FIX.4.3
518 NoContAmts Number of contract details in this message (number of repeating groups to follow) FIX.4.3
519 ContAmtType Must be first field in the repeating group. FIX.4.3
520 ContAmtValue FIX.4.3
521 ContAmtCurr FIX.4.3
555 NoLegs Number of legs FIX.4.3
Block InstrumentLeg Must be provided if Number of legs > 0 FIX.4.3
564 LegPositionEffect Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.3
565 LegCoveredOrUncovered Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.3
BlockRepeating NestedParties Insert here the set of “Nested Parties” (firm identification “nested” within additional repeating group) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
FIX.4.3
654 LegRefID Used to identify a specific leg. FIX.4.3
566 LegPrice Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price. FIX.4.3
587 LegSettlType FIX.4.3
588 LegSettlDate Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlmntTyp values. FIX.4.3
637 LegLastPx Used to report the execution price assigned to the leg of the multileg instrument FIX.4.3
Block StandardTrailer Y FIX.2.7