TT® FIX

Component block: <FillsGrp>

Overview

The <FillsGrp> specifies the partial fills included in an Execution Report (8).

Supported tags

Tag # Field Name Req'd Data type Comments
1362 NoFills C NumInGroup

Number of partial fills included in this Execution Report

Condition: Sent when an order is filled through multiple price levels in a single match transaction, i.e. "sweeping the market," or when itemizing leg fills from a single summary fill received from the exchange. Sent when tag 1362 > 1.

1363 FillExecID C String

Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).

Condition: Sent when tag 1362 > 1

1364 FillPx C Price

Price of this partial fill

Condition: Sent when tag 1362 > 1

1365 FillQty C Qty

Quantity (e.g. shares) bought or sold in this partial fill

Condition: Sent when tag 1362 > 1