Execution Report - New message is sent in response to New Order Single as well as activation of stop orders.
|9726||SeqNum||uInt32||4||Y||Sequence number assigned to this message.|
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection.|
Unique identifier of Execution Report message assigned by exchange. Uniqueness is guaranteed within a single trading day or the life of a multi-day order.
For futures and options markets:
Should be unique per Firm ID
Assigned value used to identify specific message originator
Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform
For fixed income markets: represents the Entering Trader
Unique identifier for Order as assigned by the buy side (institution, broker, intermediary, etc.). Uniqueness must be guaranteed within a single trading day.
Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days; for example, by embedding a date within the ClOrdID field.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For short messages:
For long messages:
|37||OrderID||uInt64||8||Y||Unique identifier for order assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.|
|44||Price||PRICE9||8||Y||Price per share or contract.|
|99||StopPx||PRICENULL9||8||N||The stop price of a stop limit and stop protect order (Conditionally present if tag 40-OrdType=4).|
|60||TransactTime||uInt64||8||Y||Time the transaction represented by this Execution Report (35=8) occurred. Expressed as nanoseconds since epoch time.|
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
OrderRequestID used to identify a request to enter, modify, or delete an order and echo the value on the Execution Report.
|548||CrossID||uInt64NULL||8||N||Identifier for a Cross order. Present if Execution Report is in response to a Cross order.|
Host-assigned entity ID used to reference all components of a Cross: sides + strategy + legs.
The HostCrossID also links components of the Cross order. For example, each individual Execution Report associated with the order will contain HostCrossID to tie them to the original Cross order.
|9537||Location||String5Req||5||Y||Text describing sender's location (i.e. geographic location and/or desk).|
|48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
Number of shares or contracts ordered.
|110||MinQty||uInt32NULL||4||N||Minimum quantity of an order to be executed.|
The quantity to be displayed. Required for display quantity orders.
Note: on orders, this value specifies the qty to be displayed; on Execution Reports this value indicates the currently displayed quantity.
|432||ExpireDate||LocalMktDate||2||Y||Date of order expiration (last day the order can trade), always expressed in terms of the local market date.|
Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:
Subtracting this number from tag 5979-RequestTime will represent original received time of in-flight message.
Identifies status of order as new.
Describes the specific Execution Report as new.
|54||Side||SideReq||1||Y||Side of order.|
|59||TimeInForce||TimeInForce||1||Y||Specifies how long the order remains in effect.|
|1||Y||Indicates if order was sent manually.|
Flags message as possible retransmission.
Conveys whether a message is an original transmission or duplicate in response to Retransmission Request.
Used when original messages are interleaved with Retransmission responses.
Indicates if a message was delayed as a result of:
If absent then the message was not delayed, split, or received out of order.
Type of Cross being submitted to a market (if in response to a Cross order).
Instructions for order handling for fixed income markets.
Only Best may be applied to resting and aggressing orders and:
Not Held (applies only to US Repo) eliminates quantity remaining from an FaKi order (tag 59=3) and ensures it will it not be included in a work-up session; however, the order can still trigger a work-up session.
AONs will have a separate book with a separate ISIN. The AON orders that cannot trade immediately can rest in the AON book. They can only trade with AON orders on the other side of the AON book that have the SAME PRICE and SAME QUANTITY.
Instruction for whether the order should rest on the book upon entry or match as an aggressor.
A Passive Order will rest in the market without executing unless matched with an Aggressive Order on the other side.
An Aggressive Order will match against any other order on the opposite side.
Applicable for US & EU Repos and TBAs.
Indicates if an order was submitted for market making obligation.
Applicable only for EU fixed income markets.
Boolean: flags a managed order.
Front end tool for Repo, knows any new bid/offer placed on same instrument is actually a cancel and replace, additional quantity will split to keep old priority.
Applicable for UK/EU markets.
Indicates the type of short sale on Sell orders only.
Indicator for Short Sales as required for MiFID II.