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Execution Report

CHANNEL
wss://wss.prime.kraken.com/ws/v1
execution-reportAuthentication Required

Request stream of Execution Reports. All order responses and updates are sent as ExecutionReport messages.

Subscribe Request​

reqid number required

Request ID - will be echoed back in the response structure.

type string required
Value: subscribe

Request type.

streams array [ required

Array containing the ExecutionReport stream configuration.

name string required
Value: ExecutionReport

Subscription name.

StartDate string

If provided, the subscription will return execution reports that were published at or after this time. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

EndDate string

If provided, the subscription will return execution reports that were published before this time.

Symbol string

If provided, Symbol of the security to get the executions for.

Statuses array [

If provided, comma-separated statuses of orders to include e.g. New,Filled.

]
OrderID string

If provided, filter by OrderID.

RFQID string

If provided, filter by RFQID.

]

Response​

reqid number required

A number that relates this response to a request.

type string required

The type of message sent.

ts string required

An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

initial boolean

If this is initial data for a request, the initial flag will be set.

seqNum number required

The sequence number for this response per request.

action string

"Update" or "Remove" - tells the client if the given entity should be removed or added/updated.

data array [ required

Array of ExecutionReport data.

Timestamp string required

Timestamp of the message.

Symbol string required

Symbol of the order security.

OrderID string required

Server assigned Order ID, will be a UUID.

ClOrdID string required

Client assigned Order ID for the last request.

OrigClOrdID string

Original client assigned Order ID.

SubmitTime string required

Time of original order submission.

ExecID string required

Server assigned ID of this update, will be a UUID.

Side string required
Possible values: [Buy, Sell]

Order side.

TransactTime string

Transaction time.

ExecType string required
Possible values: [New, Trade, Canceled, Replaced, PendingCancel, Stopped, Rejected, PendingNew, Restated, PendingReplace, CancelRejected, ReplaceRejected, PendingResume, Resumed, PendingPause, Paused, Triggered, Started]

Describes the specific execution.

OrdStatus string required
Possible values: [New, PartiallyFilled, Filled, Canceled, PendingCancel, Rejected, PendingNew, PendingReplace]

Identifies current status of order.

OrderQty string required

Order quantity.

OrdType string required
Possible values: [Market, Limit, RFQ]

Order type.

Price string

Order limit price, required when OrdType=Limit.

Currency string required

Currency of Quantity.

LeavesQty string required

Quantity open for further execution.

CumQty string required

Total quantity filled. Always in Currency units.

AvgPx string

Average filled price of the order. Only valid if CumQty > 0. Does not include fees.

TimeInForce string required
Possible values: [GoodTillCancel, FillAndKill, FillOrKill]

Specifies how long the order remains in effect.

LastPx string

Last price, specified when ExecType=Trade.

LastQty string

Last qty, specified when ExecType=Trade.

LastAmt string

Last amount, specified when ExecType=Trade.

LastFee string

Last fee, specified when ExecType=Trade.

CumAmt string

Total amount filled. Always in Amount currency.

AmountCurrency string required

Currency of Amount.

CustomerUser string

The customer user associated with this execution report.

]