Execution Report - Status message is sent in response to Order Status Request or Order Mass Status Request.
Bolded red text indicates this change supports EBS Market.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection.|
Reject reason details.
Only for descriptive rejects.
Unique identifier of Execution Report message as assigned by exchange. Uniqueness is guaranteed within a single trading day or the life of a multi-day order.
For futures and options markets: represents Operator ID.
For fixed income markets: represents the Entering Trader.
This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below:
In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.
Unique identifier for Order as assigned by client system. 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.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
|37||OrderID||uInt64||8||Y||Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.|
|44||Price||PRICENULL9||8||N||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).|
Time the transaction represented by this Execution Report (35=8) occurred. Expressed as nanoseconds since epoch time to millisecond accuracy.
|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. Echoed back on the Execution Report.
For the unsolicited events (e.g. fills and end of day eliminations), echo the value on the ExecutionReport representing the last accepted OrderRequestID on the corresponding order.
|790||OrdStatusReqID||uInt64NULL||8||N||Used to uniquely identify a specific Order Status Request message.|
|584||MassStatusReqID||uInt64NULL||8||N||Unique ID of Order Mass Status Request as assigned by the client system.|
|548||CrossID||uInt64NULL||8||N||Identifier for a Cross order. Will be 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.
ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
For valid values, refer to ftp.cmegroup.com/fix/coo.
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Note: this field is optional for EBS Market and eFIX Matching Service instruments.
|48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
Number of shares or contracts ordered.
|14||CumQty||uInt32||4||Y||Total quantity filled.|
Quantity open for further execution.
LeavesQty = OrderQty (38) - CumQty (14)
Minimum quantity of an order to be executed.
The value of MinQty must be between 1 and the value in tag 38-OrderQty.
If set to 0 or default null value then it means that minimum quantity is n.
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.
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Sent in number of days since Unix epoch.
|39||OrdStatus||OrderStatus||1||Y||Identifies status of order|
Describes the specific Execution Report as order status.
|54||Side||SideReq||1||Y||Side of order.|
Specifies how long the order remains in effect
FOK is supported only for BrokerTec
Indicates if order was sent manually.
'0' indicates the message was generated by automated trading logic.
iLink messages containing a value other than '0' or '1' in this tag will be rejected.
This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.
Flags message as possible retransmission or duplicate
Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate
Used when original messages are interleaved with Retransmission responses
Possible duplicate means the same message may have been sent again with different sequence number
|912||LastRptRequested||BooleanNULL||1||N||Indicates whether this message is the last report message in response to an Order Mass Status Request. Required if responding to a Order Mass Status Request.|
Type of Cross 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.
Applicable only for BrokerTec Markets; should not be used for future and options markets.
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.
Indicates if an order was submitted for market making obligation as required for MIFID.
Applicable only for EU BrokerTec and EBS MiFID.
Boolean: flags a managed order.
Applicable only to Repo fixed income markets.
Indicates the type of short sale on Sell orders only as required for MiFID.
Should not be used for Buy orders.
Applicable only for EU fixed income markets.
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price
Note - DiscretionPrice must be greater than zero
Applicable only for EBS