Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = 8

37

OrderID

Y

OrderID(37) is unique during the session and among all active GTC/GTD orders. Max length: 32. See section 3.3 for more details

11

ClOrdID

Y

The same value as the one provided with the initial order.

41

OrigClOrdID

Y

ClOrdID of the previous order (NOT the initial order of the

day) when the message relates to a cancel or cancel/replace request.

17

ExecID

Y

Unique identifier of Execution Report (8) message. Uniqueness is guaranteed within FIX session or the life of a multi-day order.

Max length: 64.

527

SecondaryExecID

Y*

Unique identifier required on leg and summary fills for strategies with number of legs more than 2 and when fill without summary mode is configured.

Used to link leg fills with their associated summary.

Assigned by the party which accepts the order.

20

ExecTransType

Y

Identifies transaction type.

Valid values are:

0= new

150

ExecType

Y

Describes the type of execution report.

Valid values:

0= New

1= Partial Fill

2= Fill

3= DoneForDay

4= Canceled

5= Replace

6= Pending Cancel

8= Rejected

A= Pending New

C= Expired

D= Restated

E= Pending Replace

L= TriggeredOrActivatedBySystem

39

OrdStatus

Y

Identifies current status of order.

0= New

1= Partially filled

2= Filled

3= Done for day

4= Canceled

5= Replaced

6= Pending Cancel

8= Rejected

A= Pending New

C= Expired

E= Pending Replace

21

HandlInst

N

Valid Value: '1' - Automated execution order, private, no Broker intervention

325

UnsolicitedIndicator

N

This tag is deprecated for this purpose, but it can be used until clients are updated to use ExternalOrderIndicator (50935).

Specifies whether execution report is related to external (unsolicited) order if master view is configured. Valid values:

Y - Message is being sent unsolicited.

N - Message is being sent as a result of a prior request.

If master view is not configured, this tag is ignored.

50935

ExternalOrderIndicator

N

Specifies whether execution report is related to external (unsolicited) order. Valid values:

Y – ExecutionReport is related to external order.

N- ExecutionReport is related to internal order. (Default).

If the value of this tag is “Y”, for correct processing is expected that master view is enabled.

1

Account

Y*

Must match original order.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

22

IDSource

N

Must match original order

55

Symbol

Y*

Instrument symbol. See section 3.1 for more details on symbol formation depending on the FIX Client mode.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

167

SecurityType

Y*

Instrument security type. See section 3.7.3 for currently valid values.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

54

Side

Y

Must match original order.

38

OrderQty

Y

The same value as the one provided with the initial order.

40

OrdType

Y*

The same value as the one provided with the initial order.

Must be present when: ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

If ExecType(150)=L, then the changed order type shall be provided. E.g. if stop limit order triggered, then limit order type shall be provided.

44

Price

Y*

Required if specified on the order.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

31

LastPx

Y

Price of this (last) fill

32

LastShares

Y

Quantity of shares bought/sold on this (last) fill.

14

CumQty

Y

Currently executed shares for chain of orders.

6

AvgPx

Y

Volume weighted average execution price.

151

LeavesQty

Y

Amount of shares open for further execution.

59

TimeInForce

Y*

The same value as the one provided with the initial order.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

432

ExpireDate

Y*

Date of GTD order expiration. The value is expressed in terms of the local market date in a format YYYYMMDD.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y and TimeInForce = 6.

100

ExDestination

Y*

Destination exchange name symbol. Must match original order.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

201

PutOrCall

Y*

Required for options. Valid values are:

0 – Put option

1 – Call option

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

202

StrikePrice

Y*

Required for options. Contains the strike price.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

60

TransactTime

Y

Time of execution/order creation(expressed in UTC)

52

SendingTime

Y

Time of message transmission(always expressed in UTC)

200

MaturityMonthYear

Y*

Maturity month year of the contract in YYYYMM format.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y and order’s contract maturity is referenced using year and month.

541

MaturityDate

Y*

Specifies the maturity date of the contract in YYYYMMDD format.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y and order’s contract maturity is referenced using date.

99

StopPx

Y*

Required for Stop and StopLimit Orders.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y.

442

MultilegReportingType

N

Required for strategy reports. Valid Values are:

1    = SingleSecurity

2    = IndividualLeg

3    = MultiLegSecurity

See section 5 for more details.

58

Text

N

Free format text string.

64

FutSettDate

N

Specific date of trade settlement in YYYYMMDD format.

This is only populated in a trade message (expressed in local time at place of settlement).

75

TradeDate

N

Indicates date of trade referenced in this message in YYYYMMDD format.

Absence of this field indicates current day (expressed in local time at place of trade).

210

MaxShow

Y*

Maximum number of shares within an order to be shown to other customers.

Must be present when ExternalOrderIndicator (50935) or UnsolicitedIndicator (325) is Y and external order is Limit Iceberg.

1057

AggressorIndicator

N

Indicates whether filled order was the aggressor:

Y – the order was an aggressor;

N – the order was not an aggressor.

20154

SpeculationType

N

Speculation type for the order, if specified by the client:

S = Speculation

H = Hedge

A = Arbitrage

20240

DirectElectronicAccess

N

MiFID II Direct Electronic Access indicator:

0 - False

1 - True

20241

TradingCapacity

N

MiFID II Trading Capacity:

DEAL (dealing on own account)

MTCH (matched principal)

AOTC (any other capacity).

20242

LiquidityProvision

N

MiFID II Liquidity Provision Activity:

0 - False

1 - True

20244

MiFIDInvestmentDecision

N

MiFID II Investment Decision Within Firm.

20245

MiFIDInvestmentDecisionQualifier

N

MiFID II Investment Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20246

MiFIDExecutionDecision

N

MiFID II Execution Decision Within Firm.

20247

MiFIDExecutionDecisionQualifier

N

MiFID II Execution Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20248

MiFIDClientID

N

MiFID II Client ID.

20249

MiFIDClientIDQualifier

N

MiFID II Client ID qualifier:

1 - Legal Entity

2 - Natural Person

20250

MiFIDClientDecisionMaker

N

MiFID II Client Decision Maker.

20251

MiFIDClientDecisionMakerQualifier

N

MiFID II Client Decision Maker qualifier:

1 - Legal Entity

2 - Natural Person

<NoTradingSessions> repeating group

Y*

See section “<NoTradingSessions> repeating group.”

<NoPartyIDs> repeating group

N

See section “<NoPartyIDs> repeating group”.

50934

ParentChainOrderID

N

Unique identifier of the first order in parent's order chain as assigned by the CQG gateway.

Standard Trailer

Y