Execution Report (8) Message
Execution Report (8) Message
Purpose
Used to send order information to a FIX client, such as confirmations, fills, and unsolicited changes
Message Direction
From TT FIX to FIX client
Tag Directory
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Message Notes
The Execution Report (8) message is used to respond to a successful order request, a fill, or an unsolicited
order
change.
Aggregated fill groups behavior
TT FIX normally sends aggregated fills in a single Execution Report message in FillsGrp
fand LegFillsGrp
repeating groups. If you prefer to receive aggregated fills as
individual fills, you can enable the Send FillsGrp as Individual Execution Reports setting
for the
FIX
session in Setup. When this setting is
enabled and tag 1362 (NoFills) >=1, TT FIX sends synthetic Execution Report for each entry in the fills
group.
This setting applies to outright, leg and summary spread fills for both FIX 4.2 and 4.4 versions.