Execution Report (8)
字段
- 标签姓名
Header
要求Y描述Standard header, with 35=8.
- 标签37姓名
OrderId
要求Y描述The unique ID for the order assigned by the server.
- 标签11姓名
ClOrdID
要求Y描述The unique ID of the order assigned by the client as specified in the ClOrdID (11) field in a New Order Single(35=D), Order Cancel Request (35=F), or Order Cancel/Replace Request (35=G).
- 标签41姓名
OrigClOrdID
要求N*描述The unique client-assigned ID of the original order that was subject to an Order Cancel Request (35=F) or Order Cancel/Replace Request (35=G). (*) Required in Execution Report sent in response to an Order Cancel Request (35=F) or Order Cancel/Replace Request (35=G).
- 标签103姓名
OrdRejReason
要求N描述Code to identify reason for order rejection. For optional use with ExecType = 8 (Rejected)
- 标签17姓名
ExecID
要求Y描述The unique ID of the execution.
- 标签150姓名
ExecType
要求Y描述The type of execution that was reported. Supported values: 0 = New 4 = Canceled 5 = Replace 6 = Pending Cancel 8 = Rejected A = Pending New E = Pending Replace F = Trade (fill or partial fill) I = Order Status J = Trade in a Clearing Hold (reflects pending match message in EBS)
- 标签39姓名
OrdStatus
要求Y描述The current status of the order. Supported values: 0 = New 1 = Partially Filled 2 = Filled 4 = Canceled 6 = Pending Cancel 8 = Rejected A = Pending New E = Pending Replace
- 标签55姓名
Symbol
要求Y描述The instrument symbol.
- 标签54姓名
Side
要求Y描述Supported values: 1 = Buy 2 = Sell
- 标签59姓名
TimeInForce
要求N描述Supported values: 0 = Day 3 = Immediate or Cancel (IOC) 4 = Fill or Kill (FOK)
- 标签38姓名
OrderQty
要求Y描述The Quantity of the order specified in the units of the Currency (15).
- 标签44姓名
Price
要求N*描述The price of the order. (*) Required if Price (44) was specified on the order.
- 标签15姓名
Currency
要求N描述The fixed currency of the trade. This is the currency in which the Price (44) is specified.
- 标签32姓名
LastQty
要求N*描述The quantity bought/sold on this (last) fill. (*) Required if ExecType (150) = Trade (‘F’).
- 标签31姓名
LastPx
要求N*描述Price of this (last) fill. (*) Required if ExecType (150) = Trade (‘F’).
- 标签151姓名
LeavesQty
要求Y描述The quantity remaining to be executed in the order specified in the units of the Currency (15).
- 标签14姓名
CumQty
要求Y描述The executed amount of the order specified in the units of the Currency (15).
- 标签6姓名
AvgPx
要求N*描述The average price at which the order was executed. (*) Required if ExecType (150) = Trade (‘F’).
- 标签60姓名
TransactTime
要求Y描述The UTCTimestamp of the execution time on the server.
- 标签99姓名
StopPx
要求N*描述The Stop price of the order. (*) Required if StopPx(99) was specified on the order.
- 标签58姓名
Text
要求N描述Message
- 标签姓名
Trailer
要求Y
