developers:fixapi.executionreport

Differences

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

Link to this comparison view

Next revision		 Previous revision
developers:fixapi.executionreport [2025/08/13 14:10] – created robdevelopers:fixapi.executionreport [2025/08/13 14:13] (current) – rob
Line 154: Line 154:
 | Standard Trailer | Y | | | Standard Trailer | Y | |
  
 +Sample Messages
 +
 +
 +
 +New Order: Submitted to the Market
 +
 +<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|
 +
 +[MsgSeqNum] 34 = 9
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TradeName
 +[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>
 +
 +Execution Report: Order is Working
 +
 +<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|
 +
 +[MsgSeqNum] 34 = 267
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130709-22:30:54.794
 +[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>
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  • developers/fixapi.executionreport.1755094214.txt.gz
  • Last modified: 2025/08/13 14:10
  • by rob