Differences
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| Both sides previous revision Previous revision Next revision | Previous revision | ||
| developers:fixapi:executionreport [2025/09/20 18:37] – [Message Specification] chad | developers:fixapi:executionreport [2026/10/20 13:05] (current) – chad | ||
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| Line 19: | Line 19: | ||
| | E | Pending Replace | Replace pending | | | E | Pending Replace | Replace pending | | ||
| | F | Trade | Execution/ | | F | Trade | Execution/ | ||
| + | | G | Trade Correct | Correction to Trade | | ||
| + | | H | Trade Cancel | Bust of Trade | | ||
| | I | Order Status | Status update | | | I | Order Status | Status update | | ||
| Line 60: | Line 62: | ||
| | 202 | StrikePrice | Float | C | Options: Strike price | | | 202 | StrikePrice | Float | C | Options: Strike price | | ||
| | 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell | | | 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell | | ||
| - | | 38 | OrderQty | Int | Y | Total order quantity | | + | | 38 | OrderQty | Float | Y | Total order quantity | |
| - | | 40 | OrdType | Char | O | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit | | + | | 40 | OrdType | Char | O | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit, S=Options Settlement |
| - | | 44 | Price | Float | C | Limit price | | + | | 44 | Price | Float | C | Limit price, or settlement price when OrdType=S |
| | 99 | StopPx | Float | C | Stop price | | | 99 | StopPx | Float | C | Stop price | | ||
| | 31 | LastPx | Float | C | Fill price (trades only) | | | 31 | LastPx | Float | C | Fill price (trades only) | | ||
| - | | 32 | LastQty | Int | C | Fill quantity (trades only) | | + | | 32 | LastQty | Float | C | Fill quantity (trades only) | |
| - | | 14 | CumQty | Int | O | Total filled quantity | | + | | 14 | CumQty | Float | O | Total filled quantity | |
| - | | 151 | LeavesQty | Int | O | Remaining open quantity | | + | | 151 | LeavesQty | Float | O | Remaining open quantity | |
| | 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK | | | 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK | | ||
| | 60 | TransactTime | UTCTimestamp | O | Transaction time | | | 60 | TransactTime | UTCTimestamp | O | Transaction time | | ||
| Line 126: | Line 128: | ||
| * Multiple execution reports generated for order lifecycle events | * Multiple execution reports generated for order lifecycle events | ||
| * Overnight positions reported with ExecTransType=0, | * Overnight positions reported with ExecTransType=0, | ||
| + | * Options and prediction market settlements reported as trades with OrdType=S (40=S); Price (44) and LastPx (31) carry the settlement price | ||
| * OCO/AutoOCO components linked via ListID (66) | * OCO/AutoOCO components linked via ListID (66) | ||
| * Verbose reporting controlled via Logon (Tag 372) | * Verbose reporting controlled via Logon (Tag 372) | ||
| * External orders generate reports for subscribed accounts | * External orders generate reports for subscribed accounts | ||