The <FillsGrp> specifies the partial fills included in an Execution Report (8).
Click the links below to navigate to the documentation for that tag.
| 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:
|