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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.

MESSAGE BODY

header required

MsgType 8

11 - ClOrdID string required

Unique identifier for Order as assigned by the client. Must be <= 36 characters. UUIDs are recommended.

41 - OrigClordid string conditional
Condition: exectype=Cancel

Set to the ClOrdID of the previous accepted order when responding to a Cancel or Cancel/Replace request.

37 - OrderID string required

Unique identifier of most recent order as assigned by Customer.

55 - Symbol string required

The symbol of the currency pair to place an order on in the format BASE-QUOTE.

54 - Side integer required

Side of the order.

    Possible values:
  • 1 : Buy
  • 2 : Sell
38 - OrderQty float required

Size of the order.

44 - Price float conditional
Condition: OrderType=Limit/LimitAllIn

Price of the order.

60 - TransactTime string
Format: YYYYMMDD-HH:MM:SS.uuu

Time of event expressed in UTC.

17 - ExecId string required

Unique identifier of most recent order as assigned by Customer.

527 - SecondaryExecID integer conditional
Condition: ExecType=Trade

Sequence number for every ExecType=Trade. This ID unique by pair.

150 - ExecType char required

Describes the type of order event and determines the set of fields in the message.

    Possible Values:
  • 0 : New
  • 3 : Done for day
  • 4 : Canceled
  • 5 : Replaced
  • 6 : Pending Cancel
  • 8 : Rejected
  • A : Pending New
  • E : Pending Replace
  • F : Trade
59 - TimeInForce string required
    Possible Values:
  • 1 : GTC (Good till canceled)
  • 3 : IOC (Immediate or Cancel)
  • 4 : Fill Or Kill (FOK)
40 - OrdType char required

The execution model of the order.

    Possible values:
  • 1 : market
  • 2 : Limit
39 - OrdStatus char required

Describes the status of the order.

    Possible Values:
  • 0 : New
  • 1 : Partially Filled
  • 2 : Filled
  • 3 : Done for day
  • 4 : Canceled
  • 5 : Replaced
  • 6 : Pending Cancel
  • 8 : Rejected
  • A : Pending New
  • E : Pending Replace
151 - LeavesQty float required

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).

14 - CumQty float required

Currently executed quantity for chain of orders.

6 - AvgPx float conditional
Condition: ExecType=Trade

Calculated average price of all fills on this order.

103 - OrdRejReason char conditional
Condition: ExecType=Rejected

Reason for rejection.

    Possible values:
  • 0 : Broker / exchange option
  • 1 : Unknown symbol
  • 2 : Exchange closed
  • 3 : Order exceeds limit
  • 5 : Unknown order
  • 6 : Duplicate of an existing order
  • 7 : Duplicate of a verbally communicated order
  • 8 : Stale order
31 - LastPx float conditional
Condition: ExecType=Trade

Price of the last trade.

32 - LastQty float conditional
Condition: ExecType=Trade

Quantity bought or sold on the last trade.

381 - GrossTradeAmt float conditional
Condition: ExecType=Trade

Last amount traded (i.e. quantity * price) expressed in units of counter currency.

4015 - CumAmt float conditional
Condition: ExecType=Trade

Cumulative amount traded (i.e. quantity * price) expressed in units of counter currency.

4016 - CumFee float conditional
Condition: ExecType=Trade

Cumulative fee amount expressed in units of fee currency.

4033 - LastFee float conditional
Condition: ExecType=Trade

Fee amount for the last trade expressed in units of fee currency.

4034 - LastFeeCurrency string conditional
Condition: ExecType=Trade

Currency of the fee for the last trade.

20030 - CancelOnDisconnect char conditional
Condition: ExecType=Trade

Whether or not the order is canceled on disconnect.

    Possible values:
  • N : No
  • Y : Yes
20032 - DecisionStatus char conditional
Condition: ExecType=Trade

The current decision status of the order.

    Possible values:
  • A : Active
  • P : Paused
  • U : Pending Pause
  • R : Pending Resume
  • W : Waiting for StartTime
  • T : Waiting for Trigger

Paused or staged orders can be edited or resumed from the Customer UI. Pending statuses are intermediate states.

58 - Text string

Full description for Cancellations or status of the order.

trailer required