ExecutionReport

AggressorIndicator

public bool? AggressorIndicator { get; set; }

value = executionReport.AggressorIndicator
executionReport.AggressorIndicator = value

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

AvgPx

public decimal? AvgPx { get; set; }

value = executionReport.AvgPx
executionReport.AvgPx = value

Calculated average price of all fills on this order.

CashMargin

public char? CashMargin { get; set; }

value = executionReport.CashMargin
executionReport.CashMargin = value

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

CumQty

public decimal? CumQty { get; set; }

value = executionReport.CumQty
executionReport.CumQty = value

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

DisplayQty

public decimal? DisplayQty { get; set; }

value = executionReport.DisplayQty
executionReport.DisplayQty = value

DisplayQty.

ExtendedOrderStatus

public long? ExtendedOrderStatus { get; set; }

value = executionReport.ExtendedOrderStatus
executionReport.ExtendedOrderStatus = value

Extended order status.

ExtendedTradeStatus

public int? ExtendedTradeStatus { get; set; }

value = executionReport.ExtendedTradeStatus
executionReport.ExtendedTradeStatus = value

Extended trade status.

ExtraFields

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

value = executionReport.ExtraFields

Extra fields.

LastCapacity

public char? LastCapacity { get; set; }

value = executionReport.LastCapacity
executionReport.LastCapacity = value

Broker capacity in order execution.

Leverage

public int? Leverage { get; set; }

value = executionReport.Leverage
executionReport.Leverage = value

Leverage.

ManualOrderIndicator

public bool? ManualOrderIndicator { get; set; }

value = executionReport.ManualOrderIndicator
executionReport.ManualOrderIndicator = value

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

MarketPrice

public decimal? MarketPrice { get; set; }

value = executionReport.MarketPrice
executionReport.MarketPrice = value

MarketPrice.

MassStatusReqId

public string MassStatusReqId { get; set; }

value = executionReport.MassStatusReqId
executionReport.MassStatusReqId = value

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

MaxFloor

public decimal? MaxFloor { get; set; }

value = executionReport.MaxFloor
executionReport.MaxFloor = value

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

MinQty

public decimal? MinQty { get; set; }

value = executionReport.MinQty
executionReport.MinQty = value

Minimum quantity of an order to be executed.

MsgSeqNum

public long MsgSeqNum { get; set; }

value = executionReport.MsgSeqNum
executionReport.MsgSeqNum = value

MsgSeqNum.

OrderCapacity

public char? OrderCapacity { get; set; }

value = executionReport.OrderCapacity
executionReport.OrderCapacity = value

Designates the capacity of the firm placing the order.

OrderRestrictions

public string OrderRestrictions { get; set; }

value = executionReport.OrderRestrictions
executionReport.OrderRestrictions = value

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

OrigSendingTime

public DateTime? OrigSendingTime { get; set; }

value = executionReport.OrigSendingTime
executionReport.OrigSendingTime = value

OrigSendingTime.

PositionEffect

public char? PositionEffect { get; set; }

value = executionReport.PositionEffect
executionReport.PositionEffect = value

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

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = executionReport.SecondaryOrderId
executionReport.SecondaryOrderId = value

SecondaryOrderID.

StopPx

public decimal? StopPx { get; set; }

value = executionReport.StopPx
executionReport.StopPx = value

Stop price.

StrategyTypeId

public string StrategyTypeId { get; set; }

value = executionReport.StrategyTypeId
executionReport.StrategyTypeId = value

StrategyTypeId.

TakeProfit

public decimal? TakeProfit { get; set; }

value = executionReport.TakeProfit
executionReport.TakeProfit = value

Take profit.

TrdRegTimestamp

public DateTime? TrdRegTimestamp { get; set; }

value = executionReport.TrdRegTimestamp
executionReport.TrdRegTimestamp = value

Traded / Regulatory timestamp value.

TrdRegTimestampType

public TrdRegTimestampType? TrdRegTimestampType { get; set; }

value = executionReport.TrdRegTimestampType
executionReport.TrdRegTimestampType = value

Traded / Regulatory timestamp type.

Yield

public decimal? Yield { get; set; }

value = executionReport.Yield
executionReport.Yield = value

Yield.

Account

public string Account

value = executionReport.Account

ClientId

public string ClientId

value = executionReport.ClientId

ClOrdId

public string ClOrdId

value = executionReport.ClOrdId

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

Commission

public decimal? Commission

value = executionReport.Commission

Commission.

CommissionCurrency

public string CommissionCurrency

value = executionReport.CommissionCurrency

Commission currency. Can be .

ExDestination

public string ExDestination

value = executionReport.ExDestination

ExecBroker

public string ExecBroker

value = executionReport.ExecBroker

ExecId

public string ExecId

value = executionReport.ExecId

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

ExecType

public char? ExecType

value = executionReport.ExecType

Describes the purpose of the execution report ExecType.

ExpireDate

public DateTime? ExpireDate

value = executionReport.ExpireDate

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

ExpireTime

public DateTime? ExpireTime

value = executionReport.ExpireTime

LastLiquidityInd

public int? LastLiquidityInd

value = executionReport.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

LastPx

public decimal? LastPx

value = executionReport.LastPx

Price of this (last) fill.

LastQty

public decimal? LastQty

value = executionReport.LastQty

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

LeavesQty

public decimal? LeavesQty

value = executionReport.LeavesQty

Quantity open for further execution.

OrderId

public string OrderId

value = executionReport.OrderId

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

OrderQty

public decimal? OrderQty

value = executionReport.OrderQty

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

OrdStatus

public char? OrdStatus

value = executionReport.OrdStatus

OrdStatusReqId

public string OrdStatusReqId

value = executionReport.OrdStatusReqId

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

OrdType

public char? OrdType

value = executionReport.OrdType

Order type OrdType.

OrigClOrdId

public string OrigClOrdId

value = executionReport.OrigClOrdId

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

Parties

public Party[] Parties

value = executionReport.Parties

PossDupFlag

public bool? PossDupFlag

value = executionReport.PossDupFlag

PossDupFlag.

Price

public decimal? Price

value = executionReport.Price

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

SecurityExchange

public string SecurityExchange

value = executionReport.SecurityExchange

Market used to help identify a security.

SecurityId

public string SecurityId

value = executionReport.SecurityId

Security identifier value.

SecurityIdSource

public string SecurityIdSource

value = executionReport.SecurityIdSource

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

SendingTime

public DateTime SendingTime

value = executionReport.SendingTime

Side

public char? Side

value = executionReport.Side

Side of order Side.

Symbol

public string Symbol

value = executionReport.Symbol

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

Text

public string Text

value = executionReport.Text

Free format text string.

TimeInForce

public char? TimeInForce

value = executionReport.TimeInForce

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

TradeDate

public DateTime? TradeDate

value = executionReport.TradeDate

TradingSessionId

public string TradingSessionId

value = executionReport.TradingSessionId

Identifier for Trading Session.

TransactTime

public DateTime? TransactTime

value = executionReport.TransactTime