Home / FIX.4.0 / Messages / ExecutionReport

ExecutionReport

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MsgType8
CategorySingleGeneralOrderHandling
SectionTrade
AddedFIX.2.7
Fields69
Components2
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 as orders are worked 5. Reject orders 6. Report miscellaneous fees calculations associated with a trade

Message Structure

69 fields, 2 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = 8FIX.2.7
8BeginStringcharYFIX.4.0 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypecharY(Always unencrypted, must be third field in message)
▶ 27 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder - Single
ENewOrderListOrder - List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation ACK
QDontKnowTradeDont Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
FIX.4.0
49SenderCompIDcharY(Always unencrypted)FIX.4.0
56TargetCompIDcharY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDcharN(Can be embedded within encrypted data section.)FIX.4.0
57TargetSubIDcharN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
116OnBehalfOfSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
129DeliverToSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
43PossDupFlagcharNAlways required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendcharNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimetimeY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimetimeNRequired for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
37OrderIDcharYUnique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.FIX.2.7
11ClOrdIDcharNRequired for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.FIX.2.7
109ClientIDcharNUsed for firm identification in third-party transactions.FIX.3.0
76ExecBrokercharNUsed for firm identification in third-party transactions.FIX.2.7
66ListIDcharNRequired for executions against orders which were submitted as part of a list.FIX.2.7
17ExecIDintYUnique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.FIX.2.7
20ExecTransTypecharYIdentifies transaction type
▶ 4 enum values
ValueNameDescription
0NewNew
1CancelCancel
2CorrectCorrect
3StatusStatus
FIX.2.7
19ExecRefIDintNRequired for Cancel and Correct ExecTransType messagesFIX.2.7
39OrdStatuscharYIdentifies current status of order.
▶ 13 enum values
ValueNameDescription
0NewNew
1PartiallyFilledPartially filled
2FilledFilled
3DoneForDayDone for day
4CanceledCanceled
5ReplacedReplaced
6PendingCancelPending Cancel/Replace
7StoppedStopped
8RejectedRejected
9SuspendedSuspended
APendingNewPending New
BCalculatedCalculated
CExpiredExpired
FIX.2.7
103OrdRejReasonintNFor optional use with OrdStatus = 8 (Rejected)
▶ 5 enum values
ValueNameDescription
0BrokerCreditBroker option
1UnknownSymbolUnknown symbol
2ExchangeClosedExchange closed
3OrderExceedsLimitOrder exceeds limit
4TooLateToEnterToo late to enter
FIX.2.7
1AccountcharNRequired for executions against electronically submitted orders which were assigned an account by the institutionFIX.2.7
63SettlmntTypcharNAbsence of this field is interpreted as Regular.
▶ 10 enum values
ValueNameDescription
0RegularRegular
1CashCash
2NextDayNext Day
3TPlus2T+2
4TPlus3T+3
5TPlus4T+4
6FutureFuture
7WhenAndIfIssuedWhen Issued
8SellersOptionSellers Option
9TPlus5T+ 5
FIX.2.7
64FutSettDatedateNRequired when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)FIX.2.7
55SymbolcharYTicker symbolFIX.2.7
65SymbolSfxcharNAdditional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFIX.2.7
48SecurityIDcharNCUSIP or other alternate security identifierFIX.2.7
22IDSourcecharNIdentifies class of alternative SecurityID 100+ are reserved for private security identifications
▶ 5 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
FIX.2.7
106IssuercharNCompany name of security issuer (e.g. International Business Machines)FIX.3.0
107SecurityDesccharNSecurity description.FIX.3.0
54SidecharYSide of order
▶ 6 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
FIX.2.7
38OrderQtyintYNumber of shares orderedFIX.2.7
40OrdTypecharNOrder type.
▶ 15 enum values
ValueNameDescription
1MarketMarket
2LimitLimit
3StopStop
4StopLimitStop limit
5MarketOnCloseMarket on close
6WithOrWithoutWith or without
7LimitOrBetterLimit or better
8LimitWithOrWithoutLimit with or without
9OnBasisOn basis
AOnCloseOn close
BLimitOnCloseLimit on close
CForexMarketForex
DPreviouslyQuotedPreviously quoted
EPreviouslyIndicatedPreviously indicated
PPeggedPegged (requires ExecInst = L, R, M, P or O)
FIX.2.7
44PricefloatNPrice per shareFIX.2.7
99StopPxfloatNRequired for OrdType = 4 (Stop Limit).FIX.2.7
15CurrencycharNMessage without currency field is interpreted as US dollarsFIX.2.7
59TimeInForcecharNAbsence of this field indicates Day order
▶ 7 enum values
ValueNameDescription
0DayDay
1GoodTillCancelGood Till Cancel (GTC)
2AtTheOpeningAt the Opening (OPG)
3ImmediateOrCancelImmediate or Cancel (OC)
4FillOrKillFill or Kill (FOK)
5GoodTillCrossingGood Till Crossing (GTX)
6GoodTillDateGood Till Date
FIX.2.7
126ExpireTimetimeNRequired if TimeInForce = GTDFIX.4.0
18ExecInstcharNCan contain multiple instructions, space delimited.
▶ 25 enum values
ValueNameDescription
0StayOnOfferSideStay on offerside
1NotHeldNot held
2WorkWork
3GoAlongGo along
4OverTheDayOver the day
5HeldHeld
6ParticipateDoNotInitiateParticipate don't initiate
7StrictScaleStrict scale
8TryToScaleTry to scale
9StayOnBidSideStay on bidside
ANoCrossNo cross
BOKToCrossOK to cross
CCallFirstCall first
DPercentOfVolumePercent of volume
EDoNotIncreaseDo not increase - DNI
FDoNotReduceDo not reduce - DNR
GAllOrNoneAll or none - AON
IInstitutionsOnlyInstitutions only
LLastPegLast peg (last sale)
MMidPricePegMid-price peg (midprice of inside quote)
NNonNegotiableNon-negotiable
OOpeningPegOpening peg
PMarketPegMarket peg
RPrimaryPegPrimary peg (primary market - buy at bid/sell at offer)
SSuspendSuspend
FIX.2.7
47Rule80AcharNIndicates order type upon which exchange Rule 80A is applied.
▶ 11 enum values
ValueNameDescription
AAgencySingleOrderAgency single order
CProprietaryNonAlgoProgram Order, non-index arb, for Member firm/org
DProgramOrderMemberProgram Order, index arb, for Member firm/org
IIndividualInvestorIndividual Investor, single order
JProprietaryAlgoProgram Order, index arb, for individual customer
KAgencyAlgoProgram Order, non-index arb, for individual customer
MProgramOrderOtherMemberProgram Order, index arb, for other member
NAgentForOtherMemberProgram Order, non-index arb, for other member
UAgencyIndexArbProgram Order, index arb, for other agency
WAllOtherOrdersAsAgentForOtherMemberAll other orders as agent for other member
YAgencyNonAlgoProgram Order, non-index arb, for other agency
FIX.2.7
32LastSharesintYNot required ExecTransType = 3 (Status)FIX.2.7
31LastPxfloatYNot required for ExecTransType = 3 (Status)FIX.2.7
30LastMktcharNMarket of execution for last fill Valid values: See Appendix CFIX.2.7
29LastCapacitycharNBroker capacity in order execution
▶ 4 enum values
ValueNameDescription
1AgentAgent
2CrossAsAgentCross as agent
3CrossAsPrincipalCross as principal
4PrincipalPrincipal
FIX.2.7
14CumQtyintYTotal number of shares filled. Valid values: (0 - 1000000000)FIX.2.7
6AvgPxfloatYCalculated average price of all fills on this order.FIX.2.7
75TradeDatedateNUsed when reporting other than current day trades.FIX.2.7
60TransactTimetimeNTime of execution/order creation (expressed in GMT)FIX.2.7
113ReportToExchcharNIdentifies party of trade responsible for exchange reporting.
▶ 2 enum values
ValueNameDescription
NSenderReportsIndicates that party sending message will report trade
YReceiverReportsIndicates that party receiving message must report trade
FIX.3.0
12CommissionfloatNCommissionFIX.2.7
13CommTypecharNCommission type
▶ 3 enum values
ValueNameDescription
1PerUnitper share
2Percentpercentage
3Absoluteabsolute
FIX.2.7
136NoMiscFeesintNRequired if any miscellaneous fees are reported. Indicates number of repeating entries.FIX.4.0
137MiscFeeAmtfloatNRequired if NoMiscFees > 0FIX.4.0
138MiscFeeCurrcharNRequired if NoMiscFees > 0FIX.4.0
139MiscFeeTypecharNRequired if NoMiscFees > 0
▶ 7 enum values
ValueNameDescription
1RegulatoryRegulatory (e.g. SEC)
2TaxTax
3LocalCommissionLocal Commission
4ExchangeFeesExchange Fees
5StampStamp
6LevyLevy
7OtherOther
FIX.4.0
118NetMoneyfloatNRequired if miscellaneous fees are reported, in currency of executionFIX.4.0
119SettlCurrAmtfloatNUsed to report results of forex accommodation tradeFIX.4.0
120SettlCurrencycharNUsed to report results of forex accommodation tradeFIX.4.0
58TextcharNFree format text stringFIX.2.7
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumcharY(Always unencrypted, always last field in message)FIX.4.0