Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ===== Execution Report ===== Order State and Execution -------------------------- 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: * Confirming receipt of an order * Confirming changes to existing orders (accept, cancel requests, cancel-replace requests) * Relaying order status changes * Relaying trade information of working orders * Relaying position update information * Relaying rejection of orders * **ExecType (Tag 150)** identifies the type of Execution Report * **ExecId (Tag 17)** provides a unique identifier for the report * **OrdStatus (Tag 39)** indicates the instantaneous state of the order Execution Reports are generated for all CTS strategy types including outright futures, futures options, spreads, and multileg strategies. Instrument identification is achieved with: * Tag 48 = SecurityID * Tag 55 = Symbol * Tag 207 = SecurityExchange Options orders include: * Tag 202 = Strike Price * Tag 201 = PutOrCall Client-side order identification: * ClOrdId (Tag 11) * 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 <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.txt Last modified: 2025/08/13 14:13by rob