developers:fixapi:executionreport

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
developers:fixapi:executionreport [2025/09/12 01:35] – ↷ Page moved and renamed from developers:fixapi.executionreport to developers:fixapi:executionreport chaddevelopers:fixapi:executionreport [2025/09/12 02:08] (current) – chad
Line 1: Line 1:
-===== Execution Report =====+====== EXECUTION REPORT [35=8] ======
  
-Order State and Execution +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.
---------------------------+
  
-The **Execution Report** message (MsgType=8) is used by the T4 FIX API to electronically notify execution events and order state changes. Key uses include:+===== Report Types =====
  
-  * Confirming receipt of an order   +**ExecType (150) Values:** 
-  * Confirming changes to existing orders (accept, cancel requests, cancel-replace requests)   +^ Code ^ Status ^ Description ^ 
-  * Relaying order status changes   +| 0 | New | Order accepted | 
-  * Relaying trade information of working orders   +| 3 | Done for Day | Order expired at close | 
-  * Relaying position update information   +| 4 | Canceled | Order canceled | 
-  * Relaying rejection of orders  +| 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 |
  
-* **ExecType (Tag 150)** identifies the type of Execution Report   +===== Order Status (OrdStatus) ===== 
-* **ExecId (Tag 17)** provides a unique identifier for the report   +^ Code ^ Status ^ 
-* **OrdStatus (Tag 39)** indicates the instantaneous state of the order  +| 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 |
  
-Execution Reports are generated for all CTS strategy types including outright futures, futures options, spreads, and multileg strategies. Instrument identification is achieved with:  +===== ExecID Structure ===== 
 +  * **Trade:** OrderID_TradeSeqNum_T 
 +  * **Leg Trade:** OrderID_LegTradeSeqNum_TL 
 +  * **Status:** OrderID_SeqNum_F/S/U/H
  
-  * Tag 48 = SecurityID   +===== Message Specification =====
-  * Tag 55 = Symbol   +
-  * Tag 207 = SecurityExchange  +
  
-Options orders include:  +**Message Direction:** T4 → Client
  
-  * Tag 202 = Strike Price   +^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ 
-  * Tag 201 = PutOrCall  +| | **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 | |
  
-Client-side order identification:  +===== Sample Messages =====
  
-  * ClOrdId (Tag 11)   +**Note:** Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter.
-  * OrigClOrdId (Tag 41)   +
- +
-Server-side order identification:   +
- +
-  * OrderId (Tag 37)   +
- +
-Order State Sequence +
--------------------- +
- +
-Order lifetime may generate multiple execution reports as follows:   +
- +
-1. Order Risk Assessment   +
-2. Order Suspension within CTS (for appropriate order types)   +
-3. Order Activation within CTS (for appropriate order types)   +
-4. Order Trigger within CTS (for appropriate order types)   +
-5. Order Submittal to the Exchange   +
-6. Order Acceptance by the Exchange (Broker Accept)   +
-7. Order Execution by the Exchange   +
- +
-Pending Executions +
------------------- +
- +
-Pending execution reports reflect intermediary order states:   +
- +
-  * Pending New (Tag 150=A)   +
-  * Pending Replace (Tag 150=E)   +
-  * Pending Cancel (Tag 150=6)   +
-  * Suspension/Activation (Tag 150=9)   +
- +
-Non-pending reports indicate success:   +
- +
-  * New (Tag 150=0)   +
-  * Replaced (Tag 150=5)   +
-  * Canceled (Tag 150=4)   +
- +
-Verbose reporting can be controlled via the Logon message parameter (RefMsgTyp=Tag 372).   +
- +
-Default Reporting +
------------------ +
- +
-To reduce traffic, the T4 FIX API defaults to minimal execution reports. Special Order Types (Activation Orders, OCOs, Queue Orders, Join Orders, etc.) require verbose reporting including intermediary Pending-New or Suspended states.   +
- +
-Unsolicited Reports +
-------------------- +
- +
-Connected users automatically receive execution reports for:   +
- +
-  * Order submittal   +
-  * Order state changes   +
-  * Trades and amendments   +
- +
-External (non-FIX) order activity can also trigger execution reports for subscribed accounts. Overnight position updates are reported asynchronously (ExecTransType Tag 20=0) with PossResend Tag 97=Y.   +
- +
-Execution Identifiers (ExecID) Structure +
----------------------------------------- +
- +
-ExecID (Tag 17) is unique per FIX session and may include subfields:   +
- +
-* Trade ExecID: OrderID_TradeSequenceNumber_T (Trades), OrderID_LegTradeSequenceNumber_TL (Leg Trades)   +
-* Status ExecID: OrderID_SequenceNumber_F/S/U/H (Order updates, history)   +
- +
-Overnight Positions may aggregate multiple orders and do not carry previous session IDs.   +
- +
-Message Dictionary +
------------------- +
- +
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +
-| Standard Header | Y | MsgType = 8 | +
-| 1 | Account | Y | Account for which the execution applies | +
-| 11 | ClOrdID | Y | Client-Side unique identifier for the order | +
-| 66 | ListID | N | Identifier among components of Batch orders (OCO, AutoOCO) | +
-| 41 | OrigClOrdID | N | Original ClOrdID of previous order | +
-| 37 | OrderId | N | T4-generated unique order identifier | +
-| 48 | SecurityID | Y | T4 Market ID | +
-| 55 | Symbol | Y | T4 Contract ID | +
-| 207 | SecurityExchange | Y | T4 Exchange ID | +
-| 167 | SecurityType | Y | Instrument type: FUT, OPT, STK, SYN, BIN | +
-| 201 | PutOrCall | N | Option: 0=Put, 1=Call | +
-| 202 | StrikePrice | N | Option Strike Price | +
-| 54 | Side | Y | 0=None (Flatten), 1=Buy, 2=Sell | +
-| 38 | OrderQty | Y | Number of contracts; "0"=Flatten or Overnight Position | +
-| 210 | MaxShow | N | Max quantity for Iceberg orders | +
-| 40 | OrdType | N | 1=Market, 2=Limit, 3=Stop, 4=Stop-Limit, J=MIT, O=Overnight, I=Import, B=Backoffice, T=Pit, F=Flatten, N=Join, H=Hit, R=RFQ | +
-| 44 | Price | N | Order price for Limit, Stop-Limit, MIT | +
-| 99 | StopPx | N | Stop price for Stop or Stop-Limit | +
-| 31 | LastPx | N | Price of this fill | +
-| 32 | LastQty/LastShares | N | Quantity of contracts filled | +
-| 14 | CumQty | N | Total executed quantity | +
-| 151 | LeavesQty | N | Remaining quantity | +
-| 59 | TimeInForce | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK | +
-| 200 | MaturityMonthYear | N | YYYYMM format | +
-| 60 | TransactTime | N | UTC time of order request | +
-| 21 | HandlInst | N | 1=Automated no intervention, 2=Automated intervention OK, 3=Manual | +
-| 204 | CustomerOrFirm | N | 0=Customer, 1=Firm | +
-| 77 | OpenClose | N | O=Open, C=Close | +
-| 912 | LastReportRequested | N | Y=Yes, N=No | +
-| 58 | Text | N | Free form text for state, rejection, or notifications | +
-| 20 | ExecTransType | N | 0=Overnight Position, 2=BackOffice, 3=Pit | +
-| 107 | SecurityDesc | N | Description of SecurityID | +
-| 1028 | ManualOrderIndicator | N | Y=Manual, N=Automated | +
-| 1385 | ContingencyType | N | 1=OCO, 2=AutoOCO, 3=Spark, 7=AutoOCO_P, 8=AutoOCOM, 9=AutoOCOM_P | +
-| 10100 | TrailingDelta | N | Amount for trailing stop | +
-| 10101 | TriggerPrice | N | Trigger price for Auto OCO | +
-| 10104 | TriggerStop | N | Trigger stop price for Auto OCO | +
-| 10105 | TriggerStopTrail | N | Stop price trail for Auto OCO | +
-| 10102 | ActivationType | N | 1=Immediate, 2=At/Above Trade, 3=At/Below Trade, 4=Market Mode, 5=Time, 6=Queue | +
-| 10103 | ActivationValue | N | Condition for Activation Type (multiple values separated by ";") | +
-| 17 | ExecId | Y | Unique execution message identifier | +
-| 150 | ExecType | Y | 0=New, 3=DoneForDay, 4=Canceled, 5=Replace, 6=PendingCancel, 7=Stopped, 8=Rejected, 9=Suspended, A=PendingNew, B=Calculated, C=Expired, D=Restated, E=PendingReplace, F=Trade, G=TradeCorrect, H=TradeCancel, I=OrderStatus | +
-| 39 | OrdStatus | Y | 0=New, 1=PartiallyFilled, 2=Filled, 3=DoneForDay, 4=Canceled, 5=Replaced, 6=PendingCancel, 7=Stopped, 8=Rejected, 9=Suspended, A=PendingNew, B=Calculated, C=Expired, E=PendingReplace, X=Undetermined, U=Unknown | +
-| 337 | ContraTrader | N | Order Execution Trader | +
-| 375 | ContraBroker | N | Order Execution Broker | +
-| 442 | MultiLegReportingType | N | 1=SingleLeg, 2=IndividualLeg, 3=MultiLeg Security | +
-| 103 | OrdRejReason | N | Reason for rejection | +
-| 584 | MassStatusReqID | N | Collateral Inquiry RequestID associated with this execution report | +
-| 198 | SecondaryOrderID | N | Secondary Order ID | +
-| 526 | SecondaryClOrdID | N | First and most recent ClOrdIDs sent to exchange | +
-| 453 | NoPartyIDs | N | Number of Party repeating groups | +
-| =448 | PartyID | C | Value dependent on PartyIDSource / PartyRole | +
-| =447 | PartyIDSource | C | D=Proprietary/Custom code (T4 username if different from TargetSubID) | +
-| =452 | PartyRole | C | 44=Order Entry Operator ID (T4 username if different from TargetSubID) | +
-| Standard Trailer | Y | | +
- +
-Sample Messages +
- +
- +
- +
-New Order: Submitted to the Market+
  
 +**New Order Acknowledged:**
 <code> <code>
-34=9|49=T4Example|56=T4|50=TradeName|52=20130709-22:30:54.762|1=Account1|11=fn-635089878547629169|48=CME_20130900_ESU3|55=ES|207=CME_Eq|54=2|38=40|40=2|44=164025|59=0|167=FUT|21=1|60=20130709-22:30:54.762|204=0| +8=FIX.4.2|9=350|35=8|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.794| 
- +143=US,IL|1=Account1|11=fn-635089878547629169| 
-[MsgSeqNum] 34 = 9 +17=0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B|150=0| 
-[SenderCompID] 49 = T4Example +37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=0|48=CME_20130900_ESU3|55=ES| 
-[TargetCompID] 56 = T4 +207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40| 
-[SenderSubID] 50 = TradeName +40=2|44=164025|60=20130709-22:30:58.115|21=1|204=0|10=234|
-[SendingTime] 52 = 20130709-22:30:54.762 +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[Side] 54 = 2 (SELL) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityType] 167 = FUT (FUTURE) +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[TransactTime] 60 = 20130709-22:30:54.762 +
-[CustomerOrFirm] 204 = 0 (CUSTOMER)+
 </code> </code>
  
-Execution Report: Order is Working +**Partial Fill:**
 <code> <code>
-34=267|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.794|143=US,IL|1=Account1|11=fn-635089878547629169|17=0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B|150=0|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=0|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|60=20130709-22:30:58.115|21=1|204=0| +8=FIX.4.2|9=400|35=8|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934| 
- +143=US,IL|1=Account1|11=fn-635089878547629169| 
-[MsgSeqNum] 34 = 267 +17=1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B|150=F| 
-[SenderCompID] 49 = T4 +37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES| 
-[TargetCompID] 56 = T4Example +207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40| 
-[SenderSubID] 50 = T4FIX +40=2|44=164025|31=164175|32=1|14=1|151=39|60=20130709-22:30:58.090| 
-[SendingTime] 52 = 20130709-22:30:54.794 +21=1|204=0|337=TRADE|375=CME000A|10=234|
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B +
-[ExecType] 150 = 0 (NEW) +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 0 (NEW) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[TransactTime] 60 = 20130709-22:30:58.115 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
- +
-</code> +
-Execution Reports: Order is filled with multiple trades +
- +
-<code> +
- +
-34=269|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934|143=US,IL|1=Account1|11=fn-635089878547629169|17=1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164175|32=1|14=1|151=39|60=20130709-22:30:58.090|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[MsgSeqNum] 34 = 269 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:54.934 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164175 +
-[LastShares] 32 = 1 +
-[CumQty] 14 = 1 +
-[LeavesQty] 151 = 39 +
-[TransactTime] 60 = 20130709-22:30:58.090 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=270|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934|143=US,IL|1=Account1|11=fn-635089878547629169|17=2.1.64272:M:132409TN0000686.635089878581150000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164150|32=1|14=2|151=38|60=20130709-22:30:58.090|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[09-Jul-2013]  17:30:54.9504187 +
- +
-[MsgSeqNum] 34 = 270 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:54.934 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 2.1.64272:M:132409TN0000686.635089878581150000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164150 +
-[LastShares] 32 = 1 +
-[CumQty] 14 = 2 +
-[LeavesQty] 151 = 38 +
-[TransactTime] 60 = 20130709-22:30:58.090 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
- +
-34=275|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:56.872|143=US,IL|1=Account1|11=fn-635089878547629169|17=3.5.64272:M:132423TN0000692.635089878601540000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=5|14=7|151=33|60=20130709-22:30:59.980|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[MsgSeqNum] 34 = 275 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:56.872 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 3.5.64272:M:132423TN0000692.635089878601540000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 5 +
-[CumQty] 14 = 7 +
-[LeavesQty] 151 = 33 +
-[TransactTime] 60 = 20130709-22:30:59.980 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=279|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:57.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=4.1.64272:M:132425TN0000693.635089878611550000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=1|14=8|151=32|60=20130709-22:31:00.996|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[09-Jul-2013]  17:30:57.8411468 +
- +
-[MsgSeqNum] 34 = 279 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:57.841 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 4.1.64272:M:132425TN0000693.635089878611550000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 1 +
-[CumQty] 14 = 8 +
-[LeavesQty] 151 = 32 +
-[TransactTime] 60 = 20130709-22:31:00.996 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=282|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:58.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=5.1.64272:M:132427TN0000694.635089878621560000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=1|14=9|151=31|60=20130709-22:31:01.996|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[MsgSeqNum] 34 = 282 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:58.841 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 5.1.64272:M:132427TN0000694.635089878621560000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 1 +
-[CumQty] 14 = 9 +
-[LeavesQty] 151 = 31 +
-[TransactTime] 60 = 20130709-22:31:01.996 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=283|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:59.169|143=US,IL|1=Account1|11=fn-635089878547629169|17=6.3.64272:M:132429TN0000695.635089878624900000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=3|14=12|151=28|60=20130709-22:31:02.324|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[MsgSeqNum] 34 = 283 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:30:59.169 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 6.3.64272:M:132429TN0000695.635089878624900000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 3 +
-[CumQty] 14 = 12 +
-[LeavesQty] 151 = 28 +
-[TransactTime] 60 = 20130709-22:31:02.324 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=286|49=T4|56=T4Example|50=T4FIX|52=20130709-22:31:00.513|143=US,IL|1=Account1|11=fn-635089878547629169|17=7.10.64272:M:132431TN0000696.635089878638250000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=10|14=22|151=18|60=20130709-22:31:03.652|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[09-Jul-2013]  17:31:00.5130906 +
- +
-[MsgSeqNum] 34 = 286 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:31:00.513 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 7.10.64272:M:132431TN0000696.635089878638250000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 1 (PARTIALLY_FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 10 +
-[CumQty] 14 = 22 +
-[LeavesQty] 151 = 18 +
-[TransactTime] 60 = 20130709-22:31:03.652 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A +
- +
- +
- +
-34=289|49=T4|56=T4Example|50=T4FIX|52=20130709-22:31:00.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=8.18.64272:M:132433TN0000697.635089878641580000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=2|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=18|14=40|151=0|60=20130709-22:31:03.996|21=1|204=0|337=TRADE|375=CME000A| +
- +
-[MsgSeqNum] 34 = 289 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20130709-22:31:00.841 +
-[TargetLocationID] 143 = US,IL +
-[Account] 1 = Account1 +
-[ClOrdID] 11 = fn-635089878547629169 +
-[ExecID] 17 = 8.18.64272:M:132433TN0000697.635089878641580000.601A5E7B +
-[ExecType] 150 = F +
-[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B +
-[OrdStatus] 39 = 2 (FILLED) +
-[SecurityID] 48 = CME_20130900_ESU3 +
-[Symbol] 55 = ES +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201309 +
-[TimeInForce] 59 = 0 (DAY) +
-[SecurityDesc] 107 = E-mini S&P 500 Sep13 +
-[Side] 54 = 2 (SELL) +
-[SecurityType] 167 = FUT (FUTURE) +
-[OrderQty] 38 = 40 +
-[OrdType] 40 = 2 (LIMIT) +
-[Price] 44 = 164025 +
-[LastPx] 31 = 164025 +
-[LastShares] 32 = 18 +
-[CumQty] 14 = 40 +
-[LeavesQty] 151 = 0 +
-[TransactTime] 60 = 20130709-22:31:03.996 +
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) +
-[CustomerOrFirm] 204 = 0 (CUSTOMER) +
-[ContraTrader] 337 = TRADE +
-[ContraBroker] 375 = CME000A+
 </code> </code>
  
-[[developers:legacy_fix_api|T4 FIX API Home]]+===== 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
  • developers/fixapi/executionreport.1757640914.txt.gz
  • Last modified: 2025/09/12 01:35
  • by chad