Execution Report message

8 Execution Report

The Execution Report message is used to:

Confirm the receipt of an order
Confirm changes to an existing order, i.e. accept cancel and replace requests
Relay order status information
Relay fill information on working orders
Relay fill information on tradeable or restricted tradeable quotes
Reject orders
Report the post-trade fee calculations associated with a trade

Execution Reports do not replace end-of-day confirmations.

Separate Execution Reports are sent for each order in a New Order List <35=E>.

An Execution Report communicates the current state of the order as understood by the broker, using OrdStatus (39), and the purpose of the message, using ExecType (150).

In an Execution Report, OrdStatus (39) is used to convey the current state of the order. If an order simultaneously exists in more than one order state, the value with highest precedence is the value that is used in the OrdStatus (39) field. The order statuses are as follows, from highest to lowest precedence:

Precedence	OrdStatus	Description
11	Pending Cancel	Order with an Order Cancel Request pending, used to confirm receipt of an Order Cancel Request. Does not indicate that the order has been canceled.
10	Pending Replace	Order with an Order Cancel/Replace Request pending, used to confirm receipt of an Order Cancel/Replace Request. Does not indicate that the order has been replaced.
9	Done for Day	Order not filled, or partially filled; no further executions possible for the trading day
8	Calculated	Order has been completed for the day, either filled or done for day. Commission or currency settlement details have been calculated and reported in this execution message
7	Filled	Order completely filled, no remaining quantity
6	Stopped	Order has been stopped at the exchange. Used when guaranteeing or protecting a price and quantity
5	Suspended	Order has been placed in suspended state at the request of the client
4	Canceled	Canceled order with or without executions
4	Expired	Order has been canceled in broker's system due to time-in-force instructions. The only exceptions are fill-or-kill and immediate-or-cancel orders that have Canceled as their terminal order state
3	Partially Filled	Outstanding order with executions and remaining quantity
2	New	Outstanding order with no executions
2	Rejected	Order has been rejected by the sell-side. Note: an order can be rejected subsequent to order acknowledgment, i.e. an order can pass from New to Rejected status
2	Pending New	Order has been received by the sell-side's system but not yet accepted for execution. An execution message with this status will only be sent in response to a Status Request message
1	Accepted for bidding	Order has been received and is being evaluated for pricing. It is anticipated that this status will only be used with the “Disclosed” BidType List Order Trading model

ExecType (150) is used to identify the purpose of the Execution Report. To transmit a change in OrdStatus (39) for an order, the broker (sell-side) should send an Execution Report with the new OrdStatus (39) value in both the ExecType (150) and the OrdStatus (39) fields to signify this message is changing the state of the order. The only exception to this rule is that when rejecting a cancel or cancel/replace request, the Order Cancel Reject <35=9> message is used both to reject the request and to communicate the current OrdStatus (39). An ExecType (150) of Pending Cancel or Pending Replace is used to indicate that a cancel or cancel/replace request is being processed. An ExecType (150) of Canceled or Replace is used to indicate that the cancel or cancel/replace request has been successfully processed.

Execution information (e.g. new partial fill or complete fill) should not be communicated in the same report as one which communicates other state changes (such as pending cancel, pending replace, canceled, replaced, accepted, done for day etc).

Any fills which occur while an order is pending and waiting to reach a new state must contain the original order parameters, prior to state change request, i.e. ClOrdID (11), OrderQty (38), Price (44), etc. These fills will cause the CumQty (14) and AvgPx (6) to be updated. An order cannot be considered replaced until it has been explicitly accepted and confirmed to have been replaced via an Execution Report with ExecType (150) = 'Replace', at which time the effect of the replacement (new quantity, price, etc.) will be seen.

Requests to cancel or cancel/replace an order are only acted upon when there is an outstanding order quantity. A request to replace the OrderQty (38) to a level lower than the CumQty (14) will be interpreted by the broker as a request to stop executing the order. A request to change the price of a filled order will be rejected.

The OrderQty (38), CumQty (14), LeavesQty (151), and AvgPx (6) fields should be calculated to reflect the cumulative result of all versions of an order. For example, if partially filled order A were replaced by order B, the OrderQty (38), CumQty (14), LeavesQty (151), and AvgPx (6) on order B's fills should represent the cumulative result of order A plus those on order B.

The general rule is: OrderQty (38) = CumQty (14) + LeavesQty (151).

There can be exceptions to this rule when ExecType (150) or OrdStatus (39) are Canceled, DoneForDay, Expired, Calculated, or Rejected. In which case, the order is no longer active and LeavesQty (151) could be 0.

Execution Reports communicate new fills with ExecType (150) = Trade. Execution Reports with ExecType (150) = Trade Cancel or Trade Correct are used to cancel or correct a previously modified execution report as follows:

The ExecType (150) of Trade Cancel applies at the execution level and is used to cancel an execution which has been reported in error. The canceled execution will be identified in the ExecRefID (19) field. Note: ExecType (150) of Trade Cancel should not be used to cancel a previous Execution Report with ExecType (150) of Trade Cancel (e.g. cannot cancel a cancel).
The ExecType (150) of Trade Correct applies at the execution level and is used to modify an incorrectly reported fill. The incorrect execution will be identified in the ExecRefID (19) field. If a single execution is corrected more than once, ExecRefID (19) should refer to the ExecID (17) of the last corrected Execution Report (same convention as ClOrdID (11) and OrigClOrdID (41)). To correct an Execution Report which was previously canceled, an Execution Report with ExecType (150)=Trade should be sent (e.g. cannot send ExecType (150)=Trade Correct for an Execution Report with ExecType (150)=Trade Cancel). Note: Data reported in the CumQty (14), LeavesQty (151), and AvgPx (6) fields represent the status of the order as of the time of the correction, not as of the time of the originally reported execution.

An ExecType (150) of Order Status indicates that the execution messages contains no new information, only summary information regarding order status. It is used, for example, in response to an Order Status request message

See "Order State Change Matrices" for examples of key state changes, processing of cancel and cancel/replace requests, and for execution cancel/corrects.

An Execution Report with ExecType (150) = Restated represents an Execution Report sent by the sellside communicating a change in the order or a restatement of the order's parameters without an electronic request from the customer. ExecRestatementReason (378) must be set. This is used for GT orders and corporate actions (see below), changes communicated verbally to the sellside either due to normal business practices or as an emergency measure when electronic systems are not available, repricing of orders by the sellside (such as making Sell Short orders compliant with uptick / downtick rules), or other reasons (Broker option). ExecRestatementReason (378) can also be used to communicate unsolicited cancels.

The field ClOrdID (11) is provided for institutions or buy-side brokers or intermediaries to affix an identification number to an order to coincide with internal systems. The OrderID (37) field is populated with the sell-side broker-generated order number (or fund manager-generated order number for CIVs). Unlike ClOrdID (11) / OrigClOrdID (41) which requires a chaining through Cancel/Replaces and Cancels, OrderID (37) and SecondaryOrderID (198) are not required to change through changes to an order.

The underlying business assumption of orders that can trade over multiple days, such as GTC and Good Till Date orders expiring on a future trading date (henceforth referred to as GT orders) is that a GT order that is not fully executed and has not been canceled and has not expired on a given day remains good for the broker to execute the following day. Note that the concept of "day" is determined by the market convention, which will be security specific. At the end of each trading day, once the order is no longer subject to execution, the broker may optionally send an Execution Report with ExecType (150)='3' (Done for Day). When the ExpireDate (432) or ExpireTime (126) of a Good Till Date order is reached, or a GTC order reaches a maximum age, the order is considered expired and the broker may optionally send an Execution Report with ExecType (150) and OrdStatus (39)=Expired (C).

In handling GT orders, the OrderQty (38), CumQty (14) and AvgPx (6) fields will represent the entirety of the order over all days. The fields DayOrderQty (424), DayCumQty (425), and DayAvgPx (426) can be used on days following the day of the first trade on a GT order. Prior to the start of business each day, for all GT orders that have partial fills on previous days, DayCumQty (425) and DayAvgPx (426) are set to zero, and DayOrderQty (424) becomes the LeavesQty (151). The following relationship holds: DayOrderQty (424) = OrderQty (38) - (CumQty (14) - DayCumQty (425)). Since (CumQty (14) - DayCumQty (425)) represents the volume traded on all previous days, DayOrderQty (424) = OrderQty (38) - Volume traded on all previous days. Note that when changing the quantity of an order, both OrderQty (38) and DayOrderQty (424) will change. Requests to change or cancel an order will be made in terms of the total quantity for the order, not the quantity open today. For example, on an order where OrderQty (38)=10000 and 2000 shares trade during the previous days, a request to change OrderQty (38) to 15000 will mean that 13000 shares will be open. See "Order State Change Matrices" for examples of canceling and changing GT orders partially filled on previous days.

A Cancel on an execution (trade bust, ExecType (150) = Trade Cancel) happening the same day of the trade will result in CumQty (14) and DayCumQty (425) each decreasing by the quantity busted, and LeavesQty (151) increasing by the quantity busted. OrderQty (38) and DayOrderQty (424) will remain unchanged. If the business rules allow for a trade bust to be reported on a later date than the trade being busted, the OrderQty (38) and DayCumQty (425) will remain unchanged, the LeavesQty (151) and DayOrderQty (424) will increase by the quantity busted, and the CumQty (14) will decrease by the quantity busted.

If bilaterally agreed between counterparties, a broker may wish to transmit a list of all open GT orders, permitting reconciliation of the open orders. Typically this transmission may occur at the end of the trading day or at the start of the following trading day. There is no expected response to such retransmission; in the event of a reconciliation problem this should be resolved manually or via the DK message. Assuming no corporate actions have occurred, the broker will send an Execution Report with ExecType (150) = Restated (D) and ExecRestatementReason (378) = GT renewal / restatement (no corporate action) (1) for each open GT order. These Execution Reports may have DayCumQty (425) and DayAvgPx (426) restated to zero, and DayOrderQty (424) restated to LeavesQty (151) if the transmission occurs at the start of the following business day. The broker has the option of changing the OrderID (37) and SecondaryOrderID (198) fields, or leaving them unchanged. If they are changed, then the buy-side should use these new ID fields when sending Order Cancel Request <35=F>, Order Cancel/Replace Request <35=G>, and Order Status Request <35=H> messages.

In the case of a corporate action resulting in the adjustment of an open GT order, the broker will send an Execution Report with ExecType (150) = Restated (D) and ExecRestatementReason (378) = GT Corporate action (0) with the order's state after the corporate action adjustment. In the case of stock splits, OrderQty (38), CumQty (14), AvgPx (6), and LeavesQty (151) will be adjusted to reflect the order's state in terms of current quantity (e.g. shares), not pre-split quantity (e.g. shares). See "Order State Change Matrices" for examples of GT order restatement with and without a corporate action.

CIV orders to be executed by the fund manager do not use the TimeInForce (59) field and only a subset of OrdStatus (39) values are expected to be used. See VOLUME 7 - "PRODUCT: COLLECTIVE INVESTMENT VEHICLES" for the CIV-specific OrdStatus (39) values.

The Execution Report message is also used for multileg instrument. See "Use of the Execution Report for Multileg Instruments" for multileg-specific details.

Structure

Tag	Name	Type	Description
	StandardHeader	Component
	ApplicationSequenceControl	Component	For use in drop copy applications. NOT FOR USE in transactional applications
37	OrderID	String	OrderID is required to be unique for each chain of orders
2422	OrderRequestID	Int	Required if provided on the order message. Echo back the value provided in the order message
2423	MassOrderRequestID	String	Can be used to link execution to the MassOrder(35=DJ) message
198	SecondaryOrderID	String	Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority
526	SecondaryClOrdID	String
527	SecondaryExecID	String
11	ClOrdID	String	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11)
1166	QuoteMsgID	String	In the case of quotes can be mapped to:
41	OrigClOrdID	String	Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order
583	ClOrdLinkID	String
278	MDEntryID	String	Reference to the MDEntryID(278) of this order or quote in the market data
693	QuoteRespID	String	Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message
790	OrdStatusReqID	String	Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester
584	MassStatusReqID	String	Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester
961	HostCrossID	String	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
911	TotNumReports	Int	Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned
912	LastRptRequested	Boolean Enum	Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request
	Parties	Component	Specifies party information related to the submitter
	TargetParties	Component	Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order
229	TradeOriginationDate	LocalMktDate
	ContraGrp	Component
66	ListID	String	Required for executions against orders which were submitted as part of a list
548	CrossID	String	CrossID for the replacement order
551	OrigCrossID	String	Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G)
549	CrossType	Int Enum
2334	RefRiskLimitCheckID	String
2335	RefRiskLimitCheckIDType	Int Enum	Conditionally required when RefRiskLimitCheckID(2334) is specified
880	TrdMatchID	String
1891	TrdMatchSubID	String
17	ExecID	String	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status))
19	ExecRefID	String	Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct)
150	ExecType	Char Enum	Describes the purpose of the execution report
2431	ExecTypeReason	Int Enum	Can be used to provide further detail for ExecType(150) field
39	OrdStatus	Char Enum	Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636	WorkingIndicator	Boolean Enum	For optional use with OrdStatus = 0 (New)
2838	CurrentWorkingPrice	Price
103	OrdRejReason	Int Enum	For optional use with ExecType = 8 (Rejected)
1328	RejectText	String	Reason description for rejecting the transaction request
1664	EncodedRejectTextLen	Length	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it
1665	EncodedRejectText	Data	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field
378	ExecRestatementReason	Int Enum	Required for ExecType = D (Restated)
2961	AnonymousTradeIndicator	Boolean
2667	AlgorithmicTradeIndicator	Int Enum
828	TrdType	Int Enum
829	TrdSubType	Int Enum
855	SecondaryTrdType	Int Enum
2347	RegulatoryTransactionType	Int Enum
	RegulatoryTradeIDGrp	Component
570	PreviouslyReported	Boolean Enum
2524	TradeReportingIndicator	Int Enum	May be used to bilaterally inform counterparty of trade reporting status
1	Account	String	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660	AcctIDSource	Int Enum
581	AccountType	Int Enum	Specifies type of account
589	DayBookingInst	Char Enum
590	BookingUnit	Char Enum
591	PreallocMethod	Char Enum
70	AllocID	String
	PreAllocGrp	Component	Pre-trade allocation instructions
63	SettlType	String Enum
64	SettlDate	LocalMktDate	Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values
574	MatchType	String Enum
1115	OrderCategory	Char Enum
544	CashMargin	Char Enum
635	ClearingFeeIndicator	String Enum
	Instrument	Component
	FinancingDetails	Component
	UndInstrmtGrp	Component	Number of underlyings
	PaymentGrp	Component
54	Side	Char Enum
2102	ShortMarkingExemptIndicator	Boolean
1688	ShortSaleExemptionReason	Int Enum	Available for optional use when Side(54) = 6(Sell short exempt)
	Stipulations	Component
854	QtyType	Int Enum
	OrderQtyData	Component	Conditionally required when the OrderQtyData component is required or specified in a prior, related message
1093	LotType	Char Enum
40	OrdType	Char Enum
423	PriceType	Int Enum
	PriceQualifierGrp	Component
44	Price	Price	Required if specified on the order
1092	PriceProtectionScope	Char Enum
99	StopPx	Price	Required if specified on the order
	TriggeringInstruction	Component
1823	Triggered	Int Enum
	PegInstructions	Component
	DiscretionInstructions	Component
839	PeggedPrice	Price	The current price the order is pegged at
1095	PeggedRefPrice	Price	The reference price of a pegged order
845	DiscretionPrice	Price	The current discretionary price of the order
1740	TradePriceNegotiationMethod	Int Enum
1742	UpfrontPrice	Price	Required if specified on the order
1741	UpfrontPriceType	Int Enum
847	TargetStrategy	Int Enum	The target strategy of the order
	StrategyParametersGrp	Component	Strategy parameter block
848	TargetStrategyParameters	String	For further specification of the TargetStrategy
849	ParticipationRate	Percentage	Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate
850	TargetStrategyPerformance	Float	For communication of the performance of the order versus the target strategy
15	Currency	Currency
2897	CurrencyCodeSource	String Enum
376	ComplianceID	String
2404	ComplianceText	String
2351	EncodedComplianceTextLen	Length	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it
2352	EncodedComplianceText	Data	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field
377	SolicitedFlag	Boolean Enum
59	TimeInForce	Char Enum	Absence of this field indicates Day order
168	EffectiveTime	UTCTimestamp	Time specified on the order at which the order should be considered valid
432	ExpireDate	LocalMktDate	Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified
126	ExpireTime	UTCTimestamp	Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified
1629	ExposureDuration	Int	Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit	Int Enum
18	ExecInst	MultipleCharValue Enum	Can contain multiple instructions, space delimited
1805	AuctionInstruction	Int Enum
1057	AggressorIndicator	Boolean Enum
528	OrderCapacity	Char Enum
529	OrderRestrictions	MultipleCharValue Enum
1815	TradingCapacity	Int Enum
1934	RegulatoryReportType	Int Enum
1091	PreTradeAnonymity	Boolean
1390	TradePublishIndicator	Int Enum	Applies to trades resulting from the order
582	CustOrderCapacity	Int Enum
	OrderAttributeGrp	Component
32	LastQty	Quantity	Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used
1056	CalculatedCcyLastQty	Quantity	Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade
1071	LastSwapPoints	PriceOffset	Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event
652	UnderlyingLastQty	Quantity
1828	LastQtyVariance	Quantity
31	LastPx	Price	Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition(1839)=17 (Price is pending) or 18 (Price is not applicable) is used
651	UnderlyingLastPx	Price
669	LastParPx	Price	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par
631	MidPx	Price
194	LastSpotRate	Price	Applicable for F/X orders
195	LastForwardPoints	PriceOffset	Applicable for F/X orders
1743	LastUpfrontPrice	Price	Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount)
2750	ReportingPx	Price
2751	ReportingQty	Quantity
30	LastMkt	Exchange	If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed
1430	VenueType	Char Enum
1300	MarketSegmentID	String
100	ExDestination	Exchange
1133	ExDestinationIDSource	Char Enum
2704	ExDestinationType	Int Enum
336	TradingSessionID	String Enum
625	TradingSessionSubID	String Enum
943	TimeBracket	String
29	LastCapacity	Char Enum
	LimitAmts	Component	The set of "LimitAmts" fields defined in "Common Components"
151	LeavesQty	Quantity	Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14)
14	CumQty	Quantity	Currently executed quantity for chain of orders
84	CxlQty	Quantity	Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84)
6	AvgPx	Price	Not required for markets where average price is not calculated by the market
424	DayOrderQty	Quantity	For GT orders on days following the day of the first trade
425	DayCumQty	Quantity	For GT orders on days following the day of the first trade
426	DayAvgPx	Price	For GT orders on days following the day of the first trade
1361	TotNoFills	Int	Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17)
893	LastFragment	Boolean Enum	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented
	FillsGrp	Component	Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component
	OrderEventGrp	Component	Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component
2830	EventInitiatorType	Char Enum
427	GTBookingInst	Int Enum	States whether executions are booked out or accumulated on a partially filled GT order
75	TradeDate	LocalMktDate	Used when reporting other than current day trades
60	TransactTime	UTCTimestamp	Time the transaction represented by this ExecutionReport(35=8) occurred
113	ReportToExch	Boolean Enum
	CommissionData	Component	On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order
	CommissionDataGrp	Component	Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed
	SpreadOrBenchmarkCurveData	Component
	RelativeValueGrp	Component
	YieldData	Component
381	GrossTradeAmt	Amount
157	NumDaysInterest	Int
230	ExDate	LocalMktDate
158	AccruedInterestRate	Percentage
159	AccruedInterestAmt	Amount
738	InterestAtMaturity	Amount	For fixed income products which pay lump-sum interest at maturity
920	EndAccruedInterestAmt	Amount	For repurchase agreements the accrued interest on termination
921	StartCash	Amount	For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amount	For repurchase agreements the end (dirty) cash consideration
258	TradedFlatSwitch	Boolean Enum
259	BasisFeatureDate	LocalMktDate
260	BasisFeaturePrice	Price
238	Concession	Amount
237	TotalTakedown	Amount
118	NetMoney	Amount	On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field
119	SettlCurrAmt	Amount	Used to report results of forex accommodation trade
120	SettlCurrency	Currency	Used to report results of forex accommodation trade
2899	SettlCurrencyCodeSource	String Enum
	RateSource	Component
2795	OffshoreIndicator	Int Enum
155	SettlCurrFxRate	Float	Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120)
156	SettlCurrFxRateCalc	Char Enum	Specifies whether the SettlCurrFxRate(155) should be multiplied or divided
21	HandlInst	Char Enum
110	MinQty	Quantity
1822	MinQtyMethod	Int Enum
1089	MatchIncrement	Quantity
1090	MaxPriceLevels	Int
2676	MaximumPriceDeviation	Percentage
	ValueChecksGrp	Component
	MatchingInstructions	Component
2362	SelfMatchPreventionID	String	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field
2964	SelfMatchPreventionInstruction	Int Enum	May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation
2523	CrossedIndicator	Int Enum
	DisplayInstruction	Component
	DisclosureInstructionGrp	Component
111	MaxFloor	Quantity
1816	ClearingAccountType	Int Enum
77	PositionEffect	Char Enum	For use in derivatives omnibus accounting
210	MaxShow	Quantity
775	BookingType	Int Enum	Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking
58	Text	String
354	EncodedTextLen	Length	Must be set if EncodedText field is specified and must immediately precede it
355	EncodedText	Data	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
193	SettlDate2	LocalMktDate	Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap
192	OrderQty2	Quantity	Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap
641	LastForwardPoints2	PriceOffset	Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap
442	MultiLegReportingType	Char Enum	Default is a single security if not specified
1385	ContingencyType	Int Enum	For contingency orders, the type of contingency as specified in the order
480	CancellationRights	Char Enum	For CIV - Optional
481	MoneyLaunderingStatus	Char Enum
513	RegistID	String	Reference to Registration Instructions message for this Order
494	Designation	String	Supplementary registration information for this Order
483	TransBkdTime	UTCTimestamp	For CIV - Optional
515	ExecValuationPoint	UTCTimestamp	For CIV - Optional
484	ExecPriceType	Char Enum	For CIV - Optional
485	ExecPriceAdjustment	Float	For CIV - Optional
638	PriorityIndicator	Int Enum
639	PriceImprovement	PriceOffset
851	LastLiquidityInd	Int Enum	Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled)
	ContAmtGrp	Component
	InstrmtLegExecGrp	Component	Specifies the leg executions of a multi-leg order or quote
797	CopyMsgIndicator	Boolean
	MiscFeesGrp	Component	Required if any miscellaneous fees are reported
1380	DividendYield	Percentage
1028	ManualOrderIndicator	Boolean
1029	CustDirectedOrder	Boolean
1030	ReceivedDeptID	String
1031	CustOrderHandlingInst	MultipleStringValue Enum
1032	OrderHandlingInstSource	Int Enum
1724	OrderOrigination	Int Enum
2882	ContraOrderOrigination	Int Enum	May be used for cross orders submitted with single order messages
1725	OriginatingDeptID	String
1726	ReceivingDeptID	String
2883	RoutingArrangmentIndicator	Int Enum
2884	ContraRoutingArrangmentIndicator	Int Enum	May be used for cross orders submitted with single order messages
2525	AffiliatedFirmsTradeIndicator	Boolean
522	OwnerType	Int Enum
2679	OrderOwnershipIndicator	Int Enum	Can be used to highlight change of order ownership
	TrdRegTimestamps	Component
	TrdRegPublicationGrp	Component
	TradePriceConditionGrp	Component
1937	TradeContinuation	Int Enum	May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report
2374	TradeContinuationText	String
2372	EncodedTradeContinuationTextLen	Length	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it
2371	EncodedTradeContinuationText	Data	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field
1188	Volatility	Float
1189	TimeToExpiration	Float
1190	RiskFreeRate	Float
811	PriceDelta	Float
1917	CoverPrice	Price
	ThrottleResponse	Component
1080	RefOrderID	String
1081	RefOrderIDSource	Char Enum
1806	RefClOrdID	String
	RelatedOrderGrp	Component	May be used to provide a list of orders and their relationship to the order identified in this message
1803	AuctionType	Int Enum
1804	AuctionAllocationPct	Percentage
1808	LockedQty	Quantity
1809	SecondaryLockedQty	Quantity
1807	LockType	Int Enum
1810	ReleaseInstruction	Int Enum
1811	ReleaseQty	Quantity
1819	RelatedHighPrice	Price
1820	RelatedLowPrice	Price
1821	RelatedPriceSource	Int Enum
	StandardTrailer	Component

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