Execution Report
The ExecutionReport message is used to acknowledge/reject an order or changes to an order, and to relay order status and fill updates.
- FIX Specification
- Example
MESSAGE BODY
MsgType
8
Unique identifier for Order as assigned by the client. Must be <= 36 characters
. UUIDs are recommended.
Set to the ClOrdID of the previous accepted order when responding to a Cancel or Cancel/Replace request.
Unique identifier of most recent order as assigned by Customer.
The symbol of the currency pair to place an order on in the format BASE-QUOTE
.
Side of the order.
- Possible values:
1
: Buy2
: Sell
Size of the order.
Price of the order.
Time of event expressed in UTC.
Unique identifier of most recent order as assigned by Customer.
Sequence number for every ExecType=Trade. This ID unique by pair.
Describes the type of order event and determines the set of fields in the message.
- Possible Values:
0
: New3
: Done for day4
: Canceled5
: Replaced6
: Pending Cancel8
: RejectedA
: Pending NewE
: Pending ReplaceF
: Trade
- Possible Values:
1
: GTC (Good till canceled)3
: IOC (Immediate or Cancel)4
: Fill Or Kill (FOK)
The execution model of the order.
- Possible values:
1
: market2
: Limit
Describes the status of the order.
- Possible Values:
0
: New1
: Partially Filled2
: Filled3
: Done for day4
: Canceled5
: Replaced6
: Pending Cancel8
: RejectedA
: Pending NewE
: Pending Replace
Quantity open for further execution. If OrdStatus(39) is 4 (Canceled), 3 (Done For Day), or 8 (Rejected) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14).
Currently executed quantity for chain of orders.
Calculated average price of all fills on this order.
Reason for rejection.
- Possible values:
0
: Broker / exchange option1
: Unknown symbol2
: Exchange closed3
: Order exceeds limit5
: Unknown order6
: Duplicate of an existing order7
: Duplicate of a verbally communicated order8
: Stale order
Price of the last trade.
Quantity bought or sold on the last trade.
Last amount traded (i.e. quantity * price) expressed in units of counter currency.
Cumulative amount traded (i.e. quantity * price) expressed in units of counter currency.
Cumulative fee amount expressed in units of fee currency.
Fee amount for the last trade expressed in units of fee currency.
Currency of the fee for the last trade.
Whether or not the order is canceled on disconnect.
- Possible values:
N
: NoY
: Yes
The current decision status of the order.
- Possible values:
A
: ActiveP
: PausedU
: Pending PauseR
: Pending ResumeW
: Waiting for StartTimeT
: Waiting for Trigger
Paused or staged orders can be edited or resumed from the Customer UI. Pending statuses are intermediate states.
Full description for Cancellations or status of the order.
8=FIX.4.4|9=366|35=8|34=2|49={{ Customer }}|52=20220915-18:30:01.393|56=CUSTOMER|1=default|6=0|11=id-220912164936074-1152|14=0|17=ba22dbe1-cb33-4fcb-9613-921006afdebd|37=94869628-b862-43e4-bd2d-be85e4295bd4|38=1.00000000|39=8|40=2|44=1630.123|54=2|55=ETH-USD|58=Unable to submit market order - please try again later.|59=1|60=20220915-14:30:01.000|103=0|150=8|151=1.00000000|20030=N|20032=A|10=205|