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ExecutionReport Fields

The ExecutionReport type exposes the following members.

Fields
  NameDescription
Public fieldAccount
Public fieldClientId
Public fieldClOrdId
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).
Public fieldCommission
Commission.
Public fieldCommissionCurrency
Commission currency. Can be .
Public fieldExDestination
Public fieldExecBroker
Public fieldExecId
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN).
Public fieldExecType
Describes the purpose of the execution report ExecType.
Public fieldExpireDate
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Public fieldExpireTime
Public fieldLastLiquidityInd
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 fieldLastPx
Price of this (last) fill.
Public fieldLastQty
Quantity (e.g. shares) bought/sold on this (last) fill.
Public fieldLeavesQty
Quantity open for further execution.
Public fieldOrderId
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).
Public fieldOrderQty
Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
Public fieldOrdStatus
Public fieldOrdStatusReqId
Required if responding to and if provided on the OrderStatusRequest message.
Public fieldOrdType
Order type OrdType.
Public fieldOrigClOrdId
Used to identify the previous order in cancel and cancel/replace requests.
Public fieldParties
Public fieldPrice
Price per unit of quantity (e.g. per share).
Public fieldSecurityExchange
Market used to help identify a security.
Public fieldSecurityId
Security identifier value.
Public fieldSecurityIdSource
Identifies class or source of the SecurityId value. Required if SecurityId is specified.
Public fieldSendingTime
Public fieldSide
Side of order Side.
Public fieldSymbol
Ticker symbol. Common, "human understood" representation of the security.
Public fieldText
Free format text string.
Public fieldTimeInForce
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
Public fieldTradeDate
Public fieldTradingSessionId
Identifier for Trading Session.
Public fieldTransactTime
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See Also