FixExecutionReport

FixExecutionReport

public FixExecutionReport(FixId OrdStatusReqId, FixId MassStatusReqId, FixId OrigClOrdId, FixId ClOrdId, ExecutionMessage ExecMsg)

fixExecutionReport = FixExecutionReport(OrdStatusReqId, MassStatusReqId, OrigClOrdId, ClOrdId, ExecMsg)

Data for ExecutionReport FIX message.

OrdStatusReqId

Order status request identifier.

MassStatusReqId

Mass status request identifier.

OrigClOrdId

Original client order identifier.

ClOrdId

Client order identifier.

ExecMsg

Execution message with order/trade data.

ClOrdId

public FixId ClOrdId { get; set; }

value = fixExecutionReport.ClOrdId
fixExecutionReport.ClOrdId = value

Client order identifier.

ExecMsg

public ExecutionMessage ExecMsg { get; set; }

value = fixExecutionReport.ExecMsg
fixExecutionReport.ExecMsg = value

Execution message with order/trade data.

MassStatusReqId

public FixId MassStatusReqId { get; set; }

value = fixExecutionReport.MassStatusReqId
fixExecutionReport.MassStatusReqId = value

Mass status request identifier.

OrdStatusReqId

public FixId OrdStatusReqId { get; set; }

value = fixExecutionReport.OrdStatusReqId
fixExecutionReport.OrdStatusReqId = value

Order status request identifier.

OrigClOrdId

public FixId OrigClOrdId { get; set; }

value = fixExecutionReport.OrigClOrdId
fixExecutionReport.OrigClOrdId = value

Original client order identifier.

PortfolioId

public long PortfolioId { get; set; }

value = fixExecutionReport.PortfolioId
fixExecutionReport.PortfolioId = value

Canonical portfolio identity — the broker's BrokerPortfolio PK (broker extension, not a standard FIX tag). Carried over the SBE wire so a stop/algo report's portfolio FK is bound by id rather than the shared display name.

UserId

public long UserId { get; set; }

value = fixExecutionReport.UserId
fixExecutionReport.UserId = value

Owning user's numeric id (broker extension, not a standard FIX tag). Carried over the SBE wire so the OrderRouter can fan a stop/algo report out to the owning client by UserId — robust across restarts and immune to portfolio-name collisions.