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--- developers:fixapi:executionreport [2025/09/12 01:35] – removed - external edit (Unknown date) 127.0.0.1
+++ developers:fixapi:executionreport [2025/09/12 02:08] (current) – chad
@@ Line 1: / Line 1: @@
+====== EXECUTION REPORT [35=8] ======
+The Execution Report message notifies clients of order state changes and execution events. This message confirms order receipt, modifications, fills, rejections, and all order lifecycle events.
+===== Report Types =====
+**ExecType (150) Values:**
+^ Code ^ Status ^ Description ^
+| 0 | New | Order accepted |
+| 3 | Done for Day | Order expired at close |
+| 4 | Canceled | Order canceled |
+| 5 | Replace | Order modified |
+| 6 | Pending Cancel | Cancel request pending |
+| 7 | Stopped | Order stopped |
+| 8 | Rejected | Order rejected |
+| 9 | Suspended | Order suspended |
+| A | Pending New | New order pending |
+| C | Expired | Order expired |
+| E | Pending Replace | Replace pending |
+| F | Trade | Execution/fill |
+| I | Order Status | Status update |
+===== Order Status (OrdStatus) =====
+^ Code ^ Status ^
+| 0 | New |
+| 1 | Partially Filled |
+| 2 | Filled |
+| 3 | Done for Day |
+| 4 | Canceled |
+| 5 | Replaced |
+| 6 | Pending Cancel |
+| 8 | Rejected |
+| 9 | Suspended |
+| A | Pending New |
+===== ExecID Structure =====
+  * **Trade:** OrderID_TradeSeqNum_T
+  * **Leg Trade:** OrderID_LegTradeSeqNum_TL
+  * **Status:** OrderID_SeqNum_F/S/U/H
+===== Message Specification =====
+**Message Direction:** T4 → Client
+^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
+| | **Message Header** | | Y | MsgType = 8 |
+| 1 | Account | String | Y | Account code |
+| 11 | ClOrdID | String | Y | Client order ID |
+| 41 | OrigClOrdID | String | O | Previous ClOrdID |
+| 37 | OrderID | String | Y | T4-generated order ID |
+| 17 | ExecID | String | Y | Unique execution ID |
+| 150 | ExecType | Char | Y | Execution type (see table) |
+| 39 | OrdStatus | Char | Y | Current order status |
+| 20 | ExecTransType | Int | O | 0=Overnight, 2=BackOffice, 3=Pit |
+| 48 | SecurityID | String | Y | T4 Market ID |
+| 55 | Symbol | String | Y | T4 Contract ID |
+| 207 | SecurityExchange | String | Y | T4 Exchange ID |
+| 167 | SecurityType | String | Y | FUT, OPT, STK, SYN, BIN |
+| 201 | PutOrCall | Int | C | Options: 0=Put, 1=Call |
+| 202 | StrikePrice | Float | C | Options: Strike price |
+| 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell |
+| 38 | OrderQty | Int | Y | Total order quantity |
+| 40 | OrdType | Char | O | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit |
+| 44 | Price | Float | C | Limit price |
+| 99 | StopPx | Float | C | Stop price |
+| 31 | LastPx | Float | C | Fill price (trades only) |
+| 32 | LastQty | Int | C | Fill quantity (trades only) |
+| 14 | CumQty | Int | O | Total filled quantity |
+| 151 | LeavesQty | Int | O | Remaining open quantity |
+| 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK |
+| 60 | TransactTime | UTCTimestamp | O | Transaction time |
+| 200 | MaturityMonthYear | String | O | Format: YYYYMM |
+| 107 | SecurityDesc | String | O | Security description |
+| 21 | HandlInst | Char | O | 1=Automated private, 2=Automated public, 3=Manual |
+| 204 | CustomerOrFirm | Int | O | 0=Customer, 1=Firm |
+| 77 | OpenClose | Char | O | O=Open, C=Close |
+| 58 | Text | String | O | Rejection reason or status text |
+| 103 | OrdRejReason | Int | C | Rejection code |
+| 337 | ContraTrader | String | O | Counterparty trader |
+| 375 | ContraBroker | String | O | Counterparty broker |
+| 442 | MultiLegReportingType | Int | O | 1=Single, 2=Individual leg, 3=Multileg |
+| 66 | ListID | String | O | Batch order identifier (OCO, AutoOCO) |
+| 198 | SecondaryOrderID | String | O | Secondary order ID |
+| 526 | SecondaryClOrdID | String | O | Exchange ClOrdIDs |
+| 584 | MassStatusReqID | String | O | Associated collateral inquiry ID |
+| 912 | LastReportRequested | Boolean | O | Y=Last report in sequence |
+| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
+| 1385 | ContingencyType | Int | O | 1=OCO, 2=AutoOCO, 3=Spark, 8=AutoOCOM |
+| 210 | MaxShow | Int | O | Iceberg visible quantity |
+| 10100 | TrailingDelta | Float | O | Trailing stop amount |
+| 10101 | TriggerPrice | Float | O | Auto OCO trigger price |
+| 10102 | ActivationType | Int | O | 1=Immediate, 2=Above, 3=Below, 4=Mode, 5=Time, 6=Queue |
+| 10103 | ActivationValue | String | O | Activation conditions (semicolon-delimited) |
+| 453 | NoPartyIDs | Int | O | Number of party groups |
+| →448 | PartyID | String | C | Party identifier |
+| →447 | PartyIDSource | Char | C | D=Proprietary |
+| →452 | PartyRole | Int | C | 44=Order entry operator |
+| | **Message Trailer** | | Y | |
+===== Sample Messages =====
+**Note:** Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter.
+**New Order Acknowledged:**
+<code>
+=FIX.4.2|9=350|35=8|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.794|
+=US,IL|1=Account1|11=fn-635089878547629169|
+=0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B|150=0|
+=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=0|48=CME_20130900_ESU3|55=ES|
+=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|
+=2|44=164025|60=20130709-22:30:58.115|21=1|204=0|10=234|
+</code>
+**Partial Fill:**
+<code>
+=FIX.4.2|9=400|35=8|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934|
+=US,IL|1=Account1|11=fn-635089878547629169|
+=1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B|150=F|
+=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|
+=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|
+=2|44=164025|31=164175|32=1|14=1|151=39|60=20130709-22:30:58.090|
+=1|204=0|337=TRADE|375=CME000A|10=234|
+</code>
+===== Notes =====
+  * Multiple execution reports generated for order lifecycle events
+  * Overnight positions reported with ExecTransType=0, PossResend=Y
+  * OCO/AutoOCO components linked via ListID (66)
+  * Verbose reporting controlled via Logon (Tag 372)
+  * External orders generate reports for subscribed accounts