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 |