ExecutionReport (8)

Y

MsgType = 8

TargetSubID (57) identifies the executing trader (owner) of the order.

ClOrdID

String [20]

Y

Unique identifier for the modification request.

ExecID

String [20]

Y

Unique identifier of execution message as assigned by sell-side. Uniqueness is per day.

ExecInst

MultiChar

Instructions for order handling. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Valid values

o = Cancel on logoff or connection loss

OrderID

String [18]

Y

Unique order identifier as assigned by NSX that identifies the order to be modified.

Set to the character '0' (zero) when OrdStatus=Rejected (39=8)

OrigClOrdID

String [20]

Last ClOrdID (11) used to successfully enter or amend the order.

Provided in responses to a Cancel or Cancel/Replace request.

SecondaryOrderID

String [18]

The previous OrderID (37) value for the order supplied when OrderID (37) has been changed by the exchange.

ExecType

char

Y

Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).

Valid values

0 = New
4 = Cancelled
5 = Replaced
8 = Rejected
C = Expired
D = Reinstated
F = Trade (partial fill or fill)
H = Trade Cancel

ExecRestatementReason

int

The reason for restatement when ExecType=Restated (150=D) or used when communicating an unsolicited cancel.

Valid values

1 = GT renewal/restatement

NoPartyIDs

NumInGroup

Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries

PartyID

String [255]

Used to identify the Party.

Supplied if NoPartyIDs (453) > 0

PartyIDSource

char

Used to identify the class of PartyID (448).

Supplied if NoPartyIDs (453) > 0

Valid values

C = Participant identifier

PartyRole

int

Identifies the type or role of the PartyID (448) specified.

Supplied if NoPartyIDs (453) > 0

Valid values

1 = Executing Firm: The firm of the trader that placed the order.
3 = Client ID (ASIC MIR Regulatory Data: Origin of order)
4 = Clearing Firm
5 = Investor ID (ASIC MIR Regulatory Data: Intermediary id)
12 = Executing Trader: The trader the placed the order
24 = Customer Account
36 = Entering trader: Provided if the update trader is different to the update operator
44 = Order Entry Operator ID: The operator (super user) that cancelled the trade
90 = Settlement Firm

Symbol

String [100]

Marketplace text identifier for a security.

SecurityID

String [10]

Unique marketplace assigned integer identifier for an orderbook, providing fast lookup.

SecurityIDSource

String

Identifies the source of the SecurityID (48) value.

Valid values
M = Marketplace assigned identifier

SecurityISubType

String [20]

The Board on which the Symbol is listed. Corresponds to the Board field from the ITCH Orderbook Directory [R] message.

SecurityType

String

Indicates type of security.

Valid values

DEBT = DEBT Security Class
CS = EQTY Security Class
INDEX = INDX Security Class

SecuritySubType

String

Specifies the board on which the symbol is listed.

The Board on which the Symbol is listed. Corresponds to the Board field from the ITCH Orderbook Directory [R] message.

SecurityGroup

String [12]

Product

Valid values

NEQTY = Ordinary shares listed on the NSX
NETF = Exchange Traded Funds listed on the NSX
PRTINV = Products listed on the NSX which use trading windows
CAPNOTE = Debt securities listed on NSX
INCNOTE = Income Notes listed on NSX
CERTEQ = Certificated equity securities, with T+5 settlement period.
RESTEQ = Shares with restrictions on ownership listed on NSX
SPXEQ = Ordinary shares listed on the SPX
SPXBOND = Standardised Corporate Bonds listed on SPX
SPXGBND = Standardised Government Bonds listed on SPX

SecurityExchange

Exchange

ASIC MIR Regulatory data: Execution venue

Valid values

XNEC = National Stock Exchange of Australia

LastPx

Price

Price of this fill

LastQty

Qty

Quantity (e.g. shares) bought/sold on this fill.

OrderQty

Qty

Y

Total order quantity.

CumQty

Qty

Y

Total matched quantity for the life of the order.

DisplayQty

Qty

Specifies the disclosed volume on hidden/iceberg orders.

InitialDisplayQty

Qty

Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled.

MinQty

Qty

Specifies the minimum fill quantity.

OrdStatus

char

Y

Describes the current state of an order.
Valid values
0 = New
1 = Partially filled
2 = Filled
4 = Cancelled
5 = Replaced
8 = Rejected
C = Expired
U = Unplaced; order is not in the orderbook

OrdType

char

Y

Indicates the type of order.

Valid values

1 = Market; the Price (44) field is not used, the order executes against the best priced order(s) on the opposite side.
2 = Limit; the Price (44) field is specified and the order will execute at this price or better.

Price

Price

Price per unit quantity

Supplied if OrdType=Limit (40=2).

Side

char

Y

Side of the order.

This tag is required to comply with the FIX protocol. Must be the same side as the order or the modification will be rejected.

Valid values

1 = Buy
2 = Sell
5 = Short Sell

TimeInForce

char

Specifies how long the order remains in effect. Absence of this field is interpreted as Day (59=0).

Valid values

0 = Day: An order that, if not executed expires at the end of the trading day on which it was entered.
1 = Good Till Cancel (GTC): An order to buy or sell that remains in effect until it is either executed or canceled.
3 = Immediate Or Cancel (IOC): An order that is to be executed in whole or in part as soon as it is available in the market; any portion not so executed is to be canceled.
4 = Fill Or Kill (FOK): An order that is to be executed in its entirety as soon as it is available in the market; if not so executed, the order is to be canceled.
6 = Good Till Date (GTD): An order that remains in effect until it expires, defined by ExpireDate (432). Good till time orders are not supported.

TransactTime

UTCTimeStamp

Y

Timestamp when the business transaction represented by the message occurred.

TradeDate

LocalMktDate

Indicates date of trading day.

ExpireDate

LocalMktDate

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Required if TimeInForce=GTD (59=6).

SettlDate

LocalMktDate

Specific date of trade settlement - settlement date.

OrdRejReason

int

Code to identify reason for order rejection.

Supplied when ExecType=Rejected (150=8).
Valid values
1 = Unknown symbol
5 = Unknown order
6 = Duplicate order (e.g. duplicate ClOrdID)
11 = Unsupported order characteristic
15 = Unknown account(s)
99 = Other. Refer to Text (58) field for exact reason for rejection.

LeavesQty

Qty

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).

TrdMatchID

String [18]

Identifier assigned by the trading engine - Trade ID.

AggressorIndicator

Boolean

Used to identify whether the order initiator is an aggressor or not in the trade.

Valid values
Y = Order initiator is aggressor
N = Order initiator is passive

GrossTradeAmt

Amt

Total amount executed for a fill, expressed in units of currency.

OrderCapacity

char

ASIC MIR Regulatory data: Capacity of participant

Valid values

A = Agency
P = Principal
M = Mixed

WholesaleIndicator

char

ASIC MIR Regulatory data: Directed wholesale indicator for agency orders and transactions.

Valid values

Y = Yes
N = No (Default)

CopyMsgIndicator

Boolean

Indicates whether or not this message is a drop copy of another message.

Valid values

N = Message is not a drop copy (default)
Y = Message is a drop copy

ExecTypeReason

int

The initiating event when an unsolicited ExecutionReport (8) is sent.

Valid values

4 = Unsolicited Order Cancellation
99 = Price beyond limit
100 = Self match prevention

Text

String

Free text as follows

• When an error occurs, describes the error

• When an order is automatically cancelled, describes the reason for cancellation

Y