TT® FIX General

Component - FillsGrp

Component - FillsGrp

Component: <FillsGrp>


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

Tag Directory

Click the links below to navigate to the documentation for that tag.

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 > 0.

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 > 0

1364 FillPx C Price

Price of this partial fill

Condition: Sent when tag 1362 > 0

1365 FillQty C Qty

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

Condition: Sent when tag 1362 > 0

16118 FillTradingVenueRegulatoryTradeID C Qty

Trading Venue transaction identification code

Condition: Sent if available when tag 1362 > 0

Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent.

16119 FillLastLiquidityIndicator N int

Whether this fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this FillsGrp repeating group.

Possible values include:

  • 1: Added liquidity
  • 2: Removed liquidity