Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = 8

37

OrderID

Y

OrderID(37) is unique per order book. Max length: 32.

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 replates 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.

20

ExecTransType

Y

Identifies transaction type.

Valid values are:

0= new

1= cancel

2= correct

19

ExecRefID

N

Reference used with Cancel and Correct ExecTransType messages to identify the original transaction being cancelled or corrected.

39

OrdStatus

Y

Identifies current status of order.

Valid values are:

0= New

1= Partially Filled

2= Filled

3= Done For Day

4= Canceled

5= Replaced

6= Pending Cancel

8= Rejected

A= Pending New

E= Pending Replace

150

ExecType

Y

Describes the type of execution report.

Valid values:

0= New

1= Partial Fill

2= Fill

4= Canceled

5= Replace

6= Pending Cancel

8= Rejected

A= Pending New

C= Expired

E= Pending Replace

1

Account

N

Must match original order.

15

Currency

N

If provided, must match original order.

22

IDSource

N

Valid value is 4 = ISIN number.

Required if ISIN number is used for equity identification.

48

SecurityID

N

ISIN number of equity.

Required if ISIN number is used for equity identification.

55

Symbol

N

Equity symbol. Required if Symbol/ SymbolSfx combination is used for equity identification. Must match original order.

65

SymbolSfx

N

Additional information about the equity. May be specified if Symbol/ SymbolSfx combination is used for equity identification. Must match original order.

54

Side

Y

Must match original order.

38

OrderQty

Y

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

40

OrdType

N

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

44

Price

N

Required if specified on the order.

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

N

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

47

Rule80A

N

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

100

ExDestination

N

Destination exchange name symbol. Must match original order.

207

SecurityExchange

N

Destination exchange name symbol. Must match original order.

60

TransactTime

Y

Time of execution/order creation(expressed in UTC)

52

SendingTime

Y

Time of message transmission(always expressed in UTC)

99

StopPx

N

Required for Stop Orders.

58

Text

N

Free format text string.

Standard Trailer

Y