Unique identifier for this execution report

Type of execution report

Third-party FIX acceptors should always send 0 (New)

Order ID assigned by the third-party FIX acceptor

Unique identifier for an Order as assigned by TT. Uniqueness is guaranteed within a single FIX trading session. Tag 11 values may be reused after the daily or weekly FIX session reset. Maximum length of the tag 11 is (20) characters.

Previous order identifier, equal to Tag 11 (ClOrdID) of the original request message

Condition: Not required when 150=0 (New) or when this Execution Report (8) is not in response to a direct change change (such as a fill)

Indicates the reason for sending this Execution Report

Possible values include:

• 0: New
• 1: Partially filled
• 2: Filled
• 3: Done for day
• 4: Canceled
• 5: Replaced
• 6: Pending cancel
• 7: Stopped
• 8: Rejected
• 9: Suspended
• A: Pending new
• B: Calculated
• C: Expired
• D: Restated
• E: Pending replace
• F: Trade
• G: Trade correct
• H: Trade cancel
• I: Order status
• J: Trade in hold
• K: Trade released
• L: Triggered by system
• U: Unknown order

Reason for rejecting the incoming request

Possible values include:

• 0: Broker option
• 1: Unknown symbol
• 2: Exchange closed
• 3: Order exceeds limit
• 4: Too late to enter
• 5: Unknown order
• 6: Duplicate order
• 7: Duplicate of a verbally-communicated order
• 8: Stale order
• 9: Trade along required
• 10: Invalid Investor ID
• 11: Unsupported order characteristic
• 12: Surveillance option
• 13: Incorrect quantity
• 14: Incorrect allocated quantity
• 15: Unknown account
• 16: Price exceeds current price band
• 18: Invalid price increment
• 19: Message pending
• 20: Routing error
• 99: Other

Condition: Send when Tag 150 (ExecType) is 8 (Reject)

Additional information about the message

Condition: Send when you want to include additional information

Reason for the restatement

Possible values include:

• 2: Verbal change
• 3: Repricing of order
• 4: Broker option
• 6: Cancel on trading halt
• 7: Cancel on system failure
• 99: Other
• 100: Cancel on disconnect

Condition: Send when Tag 150 (ExecType) = D (Restated)

Status of the order

Possible values include:

• 0: New
• 1: Partially filled
• 2: Filled
• 3: Done for day
• 4: Cancelled
• 5: Replaced
• 6: Cancel pending
• 7: Stopped
• 8: Rejected
• 9: Suspended
• A: Pending new
• B: Calculated
• C: Expired
• D: Accepted for bidding
• E: Pending replace
• F: Trade
• G: Trade correct
• H: Trade cancel
• I: Order status
• U: Unknown order
• Y: Order not found

Indicates the number of contracts that just filled

Condition: Send only when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Price of this fill

If Tag 442 (MultiLegReportingType) is 2 (Leg), the value represents the price at which a leg of the spread filled.

Condition: Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Average price of all fills on this order

The value is calculated as follows:

• If order has no fills, send 0 in this tag.
• If the order has fills, send the sum over all fill execution reports of the product of Tag 32 (LastShares) and Tag 31 (LastPx) divided by the Tag 14 (CumQty).
• If Tag 442 (MultiLegReportingType) is 2 (Leg), send the average price at which the leg filled.

Condition: Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Time, in UTC, the transaction occurred

Number of contracts that are still working in the market

Possible values include:

• Value of (Tag 38 (OrderQty) - Tag 14 (CumQty)), if the order is still in the market
• 0, otherwise

Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contracts that are still working for the leg of the specified strategy.

Total number of contracts that have filled over the life of this order

The value always equals the sum of the Tag 32 (LastShares) of all fill execution reports received for this order, including this one.

Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contacts that have filled for the leg of the specified strategy.

Indicates what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)

Possible values include:

• 1: Outright
• 2: Leg of multi-leg security
• 3: Parent of multi-leg security (summary fill)

Date of trade referenced in this message in YYYYMMDD format

Condition: Send when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Instrument associated with this Execution Report

Trader information associated with this Execution Report

Order price

Condition: Send when Tag 40 (OrdType) is one of the following:

• 2: Limit
• 4: Stop Limit
• W : Limit If Touched (LIT)
• p : Limit (post-only)

Trigger price for a stop order

Condition: Send when Tag 40 (OrdType) is one of the following:

• 3: Stop
• 4: Stop Limit

Minimum quantity for a Minimum Volume (MV) order

Condition: Send for Minimum Volume (MV) orders

Working quantity of a disclosed quantity (Iceberg) order slice

Condition: Send for disclosed quantity orders

Total order quantity

Order side

Possible values include:

• 1: Buy
• 2: Sell

Order type

Possible values include:

• 1: Market
• 2: Limit
• 3: Stop
• 4: Stop Limit
• 5: Market On Close (MOC)
• J: Market If Touched (MIT))
• W: Limit If Touched (LIT)
• p : Limit (post-only)

Whether the resulting position after a trade should be an opening position or closing position

Possible values include:

• O: Open
• C: Close

How long an order remains active

Possible values include:

• 0: Day (default, if not specified)
• 1: Good Till Cancel (GTC)
• 2: At The Opening (OPG)
• 3: Immediate or Cancel (IOC)
• 4: Fill Or Kill (FOK)
• 6: Good Till Date
• 8: Good in Session (GIS)

Date a Good Till Date order expires

Condition: Send when tag 59 (TimeInForce) = 6 (Good Till Cancel)