Table of Contents

Class ExecutionReport

Namespace
StockSharp.Fix.Native
Assembly
StockSharp.Fix.Core.dll

Execution report.

public class ExecutionReport
Inheritance
ExecutionReport
Inherited Members
Extension Methods

Constructors

ExecutionReport() 

public ExecutionReport()

Fields

Account 

public string Account

Field Value

string

ClOrdId

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

public string ClOrdId

Field Value

string

ClientId 

public string ClientId

Field Value

string

Commission

Commission.

public decimal? Commission

Field Value

decimal?

CommissionCurrency

Commission currency. Can be null.

public string CommissionCurrency

Field Value

string

ExDestination 

public string ExDestination

Field Value

string

ExecBroker 

public string ExecBroker

Field Value

string

ExecId

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN).

public string ExecId

Field Value

string

ExecType

Describes the purpose of the execution report ExecType.

public char? ExecType

Field Value

char?

ExpireDate

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

public DateTime? ExpireDate

Field Value

DateTime?

ExpireTime 

public DateTime? ExpireTime

Field Value

DateTime?

LastLiquidityInd

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Valid values: 1 = Added Liquidity 2 = Removed Liquidity 3 = Liquidity Routed Out

public int? LastLiquidityInd

Field Value

int?

LastPx

Price of this (last) fill.

public decimal? LastPx

Field Value

decimal?

LastQty

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

public decimal? LastQty

Field Value

decimal?

LeavesQty

Quantity open for further execution.

public decimal? LeavesQty

Field Value

decimal?

OrdStatus 

public char? OrdStatus

Field Value

char?

OrdStatusReqId

Required if responding to and if provided on the OrderStatusRequest message.

public string OrdStatusReqId

Field Value

string

OrdType

Order type OrdType.

public char? OrdType

Field Value

char?

OrderId

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).

public string OrderId

Field Value

string

OrderQty

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

public decimal? OrderQty

Field Value

decimal?

OrigClOrdId

Used to identify the previous order in cancel and cancel/replace requests.

public string OrigClOrdId

Field Value

string

Parties 

public Party[] Parties

Field Value

Party[]

PossDupFlag

PossDupFlag.

public bool? PossDupFlag

Field Value

bool?

Price

Price per unit of quantity (e.g. per share).

public decimal? Price

Field Value

decimal?

SecurityExchange

Market used to help identify a security.

public string SecurityExchange

Field Value

string

SecurityId

Security identifier value.

public string SecurityId

Field Value

string

SecurityIdSource

Identifies class or source of the SecurityId value. Required if SecurityId is specified.

public string SecurityIdSource

Field Value

string

SendingTime 

public DateTime SendingTime

Field Value

DateTime

Side

Side of order Side.

public char? Side

Field Value

char?

Symbol

Ticker symbol. Common, "human understood" representation of the security.

public string Symbol

Field Value

string

Text

Free format text string.

public string Text

Field Value

string

TimeInForce

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

public char? TimeInForce

Field Value

char?

TradeDate 

public DateTime? TradeDate

Field Value

DateTime?

TradingSessionId

Identifier for Trading Session.

public string TradingSessionId

Field Value

string

TransactTime 

public DateTime? TransactTime

Field Value

DateTime?

Properties

AggressorIndicator

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

public bool? AggressorIndicator { get; set; }

Property Value

bool?

AvgPx

Calculated average price of all fills on this order.

public decimal? AvgPx { get; set; }

Property Value

decimal?

CashMargin

Identifies whether an order is a margin order or a non-margin order.

public char? CashMargin { get; set; }

Property Value

char?

CumQty

Total quantity (e.g. number of shares) filled.

public decimal? CumQty { get; set; }

Property Value

decimal?

DisplayQty

DisplayQty.

public decimal? DisplayQty { get; set; }

Property Value

decimal?

ExtendedOrderStatus

Extended order status.

public long? ExtendedOrderStatus { get; set; }

Property Value

long?

ExtendedTradeStatus

Extended trade status.

public int? ExtendedTradeStatus { get; set; }

Property Value

int?

ExtraFields

Extra fields.

public IDictionary<FixTags, object> ExtraFields { get; }

Property Value

IDictionary<FixTags, object>

LastCapacity

Broker capacity in order execution.

public char? LastCapacity { get; set; }

Property Value

char?

Leverage

Leverage.

public int? Leverage { get; set; }

Property Value

int?

ManualOrderIndicator

Indicates if the order was initially received manually (as opposed to electronically).

public bool? ManualOrderIndicator { get; set; }

Property Value

bool?

MassStatusReqId

Required if responding to and if provided on the OrderMassStatusRequest message.

public string MassStatusReqId { get; set; }

Property Value

string

MaxFloor

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.

public decimal? MaxFloor { get; set; }

Property Value

decimal?

MinQty

Minimum quantity of an order to be executed.

public decimal? MinQty { get; set; }

Property Value

decimal?

MsgSeqNum

MsgSeqNum.

public long MsgSeqNum { get; set; }

Property Value

long

OrderCapacity

Designates the capacity of the firm placing the order.

public char? OrderCapacity { get; set; }

Property Value

char?

OrderRestrictions

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

public string OrderRestrictions { get; set; }

Property Value

string

OrigSendingTime

OrigSendingTime.

public DateTime? OrigSendingTime { get; set; }

Property Value

DateTime?

PositionEffect

Indicates whether the resulting position after a trade should be an opening position or closing position.

public char? PositionEffect { get; set; }

Property Value

char?

SecondaryOrderId

SecondaryOrderID.

public string SecondaryOrderId { get; set; }

Property Value

string

StopPx

Stop price.

public decimal? StopPx { get; set; }

Property Value

decimal?

StrategyTypeId

StrategyTypeId.

public string StrategyTypeId { get; set; }

Property Value

string

TrdRegTimestamp

Traded / Regulatory timestamp value.

public DateTime? TrdRegTimestamp { get; set; }

Property Value

DateTime?

TrdRegTimestampType

Traded / Regulatory timestamp type.

public TrdRegTimestampType? TrdRegTimestampType { get; set; }

Property Value

TrdRegTimestampType?

Yield

Yield.

public decimal? Yield { get; set; }

Property Value

decimal?