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.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = 8 | Y | FIX.2.7 | |
| Block | ApplicationSequenceControl | For use in drop copy applications. NOT FOR USE in transactional applications. | FIX.5.0 | ||
| 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 | In the case of quotes can be mapped to: – QuoteID (117) of a single Quote – QuoteEntryID (299) of a Mass Quote. |
FIX.4.3 | ||
| 527 | SecondaryExecID | FIX.4.3 | |||
| 11 | ClOrdID | 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: – QuoteMsgID (1166) of a single Quote – QuoteID (117) of a Mass Quote. |
FIX.2.7 | ||
| 41 | OrigClOrdID | Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID (11). 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 | |||
| 693 | QuoteRespID | Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message. | FIX.4.4 | ||
| 790 | OrdStatusReqID | Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. | FIX.4.4 | ||
| 584 | MassStatusReqID | Required if responding to a Order Mass Status Request. Echo back the value provided by the requester. | FIX.4.4 | ||
| 961 | HostCrossID | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs | FIX.4.4 | ||
| 911 | TotNumReports | Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. | FIX.4.4 | ||
| 912 | LastRptRequested | Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request. | FIX.4.4 | ||
| 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 | |||
| ImplicitBlockRepeating | ContraGrp | Number of ContraBrokers repeating group instances. | FIX.4.4 | ||
| 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 | |||
| 880 | TrdMatchID | FIX.5.0 | |||
| 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 | ||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | Specifies type of account | FIX.4.3 | ||
| 589 | DayBookingInst | FIX.4.3 | |||
| 590 | BookingUnit | FIX.4.3 | |||
| 591 | PreallocMethod | FIX.4.3 | |||
| 70 | AllocID | FIX.5.0 | |||
| ImplicitBlockRepeating | PreAllocGrp | Pre-trade allocation instructions. | FIX.5.0 | ||
| 63 | SettlType | FIX.2.7 | |||
| 64 | SettlDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the “value date”. |
FIX.2.7 | ||
| 574 | MatchType | FIX.4.4 | |||
| 1115 | OrderCategory | FIX.4.4 | |||
| 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 | |
| Block | FinancingDetails | Insert here the set of “FinancingDetails” (symbology) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
| 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 | ||
| 854 | QtyType | FIX.4.4 | |||
| Block | OrderQtyData | Insert here the set of “OrderQtyData” fields defined in “Common Components of Application Messages” **IMPORTANT NOTE: OrderQty (38) field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. ** |
FIX.4.3 | ||
| 1093 | LotType | FIX.4.4 | |||
| 40 | OrdType | FIX.2.7 | |||
| 423 | PriceType | FIX.4.3 | |||
| 44 | Price | Required if specified on the order | FIX.2.7 | ||
| 1092 | PriceProtectionScope | FIX.4.4 | |||
| 99 | StopPx | Required if specified on the order | FIX.2.7 | ||
| Block | TriggeringInstruction | Insert here the set of “TriggeringInstruction” fields defined in “common components of application messages” | FIX.5.0 | ||
| Block | PegInstructions | Insert here the set of “PegInstruction” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| Block | DiscretionInstructions | Insert here the set of “DiscretionInstruction” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| 839 | PeggedPrice | The current price the order is pegged at | FIX.4.4 | ||
| 1095 | PeggedRefPrice | The reference price of a pegged order. | FIX.4.4 | ||
| 845 | DiscretionPrice | The current discretionary price of the order | FIX.4.4 | ||
| 847 | TargetStrategy | The target strategy of the order | FIX.4.4 | ||
| ImplicitBlockRepeating | StrategyParametersGrp | Strategy parameter block | FIX.4.4 | ||
| 848 | TargetStrategyParameters | For further specification of the TargetStrategy | FIX.4.4 | Y | |
| 849 | ParticipationRate | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) |
FIX.4.4 | Y | |
| 850 | TargetStrategyPerformance | For communication of the performance of the order versus the target strategy | FIX.4.4 | ||
| 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 | ||
| 1057 | AggressorIndicator | FIX.4.4 | |||
| 528 | OrderCapacity | FIX.4.3 | |||
| 529 | OrderRestrictions | FIX.4.3 | |||
| 1091 | PreTradeAnonymity | FIX.4.4 | |||
| 582 | CustOrderCapacity | FIX.4.3 | |||
| 32 | LastQty | 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 | ||
| 1056 | CalculatedCcyLastQty | Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade. | FIX.4.4 | ||
| 1071 | LastSwapPoints | Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event. | FIX.4.4 | ||
| 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. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no “all-in” rate that applies to both legs of the FX Swap. |
FIX.2.7 | ||
| 651 | UnderlyingLastPx | FIX.4.3 | |||
| 669 | LastParPx | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. | FIX.4.4 | ||
| 194 | LastSpotRate | Applicable for F/X orders | FIX.4.1 | ||
| 195 | LastForwardPoints | Applicable for F/X orders | FIX.4.1 | ||
| 30 | LastMkt | If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. | FIX.2.7 | ||
| 336 | TradingSessionID | FIX.4.2 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 943 | TimeBracket | FIX.4.4 | |||
| 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 | Not required for markets where average price is not calculated by the market. Conditionally required otherwise. |
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 | ||
| 1361 | TotNoFills | Used to support fragmentation. Sum of NoFills across all messages with the same ExecID. | FIX.5.0 | ||
| 893 | LastFragment | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | FIX.5.0 | ||
| ImplicitBlockRepeating | FillsGrp | Specifies the partial fills included in this Execution Report | FIX.5.0 | ||
| 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 | |||
| 738 | InterestAtMaturity | For fixed income products which pay lump-sum interest at maturity. | FIX.4.4 | ||
| 920 | EndAccruedInterestAmt | For repurchase agreements the accrued interest on termination. | FIX.4.4 | ||
| 921 | StartCash | For repurchase agreements the start (dirty) cash consideration | FIX.4.4 | ||
| 922 | EndCash | For repurchase agreements the end (dirty) cash consideration | FIX.4.4 | ||
| 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 accomodation trade. Required for NDFs. |
FIX.4.0 | ||
| BlockRepeating | RateSource | FIX.5.0SP1 (82) | |||
| 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 | |||
| 1089 | MatchIncrement | FIX.4.4 | |||
| 1090 | MaxPriceLevels | FIX.4.4 | |||
| Block | DisplayInstruction | Insert here the set of “DisplayInstruction” fields defined in “common components of application messages” | FIX.4.4 | ||
| 111 | MaxFloor | FIX.4.2 | |||
| 77 | PositionEffect | For use in derivatives omnibus accounting | FIX.4.2 | ||
| 210 | MaxShow | FIX.4.2 | Y | ||
| 775 | BookingType | 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. | FIX.4.4 | ||
| 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 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.2 | Y | |
| 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 | Y | |
| 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 | 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 | |||
| 851 | LastLiquidityInd | Applicable only on OrdStatus of Partial or Filled. | FIX.4.4 | ||
| ImplicitBlockRepeating | ContAmtGrp | Number of contract details in this message (number of repeating groups to follow) | FIX.4.4 | ||
| ImplicitBlockRepeating | InstrmtLegExecGrp | Number of legs Identifies a Multi-leg Execution if present and non-zero. |
FIX.4.4 | ||
| 797 | CopyMsgIndicator | FIX.4.4 | |||
| ImplicitBlockRepeating | MiscFeesGrp | Required if any miscellaneous fees are reported. | FIX.4.4 | ||
| 1380 | DividendYield | FIX.5.0 | |||
| 1028 | ManualOrderIndicator | FIX.4.4 | |||
| 1029 | CustDirectedOrder | FIX.4.4 | |||
| 1030 | ReceivedDeptID | FIX.4.4 | |||
| 1031 | CustOrderHandlingInst | FIX.4.4 | |||
| 1032 | OrderHandlingInstSource | FIX.4.4 | |||
| BlockRepeating | TrdRegTimestamps | FIX.4.4 | |||
| 1188 | Volatility | FIX.5.0 | |||
| 1189 | TimeToExpiration | FIX.5.0 | |||
| 1190 | RiskFreeRate | FIX.5.0 | |||
| 811 | PriceDelta | FIX.5.0 | |||
| Block | StandardTrailer | Y | FIX.2.7 |