| Tag | Explanation | Details |
|---|---|---|
| 6 | AvgPx | Calculated average price of all fills on this order. used in 35 = 8 |
| 11 | ClordID | |
| 14 | Total quantity filled | used for 35=8,tell how many quantities requested filled |
| 15 | Currency | Identifies currency used for price |
| 17 | ExecID | Unique identifier of execution message as assigned by sell-side. Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. |
| 31 | LastPx | Price <44> of this (last) fill. |
| 32 | LastQty | Quantity <53> (e.g. shares) bought/sold on this (last) fill. |
| 35 | MsgType | D = Order - Single; 8= Execution Report |
| 37 | OrderID | Unique identifier for Order as assigned by sell-side. Uniqueness must be guaranteed within a single trading day. Used for 35=8 tell orderID |
| 38 | OrderQty | represents the number of shares for equities or par, face or nominal value for FI instruments. |
| 39 | OrdStatus | used in 35=8; 0 = New, 1 = Partially filled, 2 = Filled, 3 = Done for day, 4 = Canceled, 5 = Replaced (Removed/Replaced), 6 = Pending Cancel (e.g. result of Order Cancel Request |
| 40 | Order type. | 1 = Market, 2 = Limit, 3 = Stop, 4 = Stop limit, 5 = Market on close (No longer used), 6 = With or without, 7 = Limit or better (Deprecated), 8 = Limit with or without, 9 = On basis |
| 44 | price | used in trading as requested trading price |
| 54 | Side | 1 = Buy, 2=Sell, 3 = Buy minus, 4 = Sell plus, 5 = Sell short, 6 = Sell short exempt, 7 = Undisclosed (valid for IOI <6> and List Order messages only), 8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs), 9 = Cross short |
| 55 | symbol | used in trading as requested trading symbol |
| 60 | Time of execution/order creation | used in trading as requested time |
| 64 | TransactTime | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) |
| 110 | minimum quantity of an order to by executed | |
| 115 | OnBehalfOfCompID | Assigned value used to identify firm originating message if the message was delivered by a third party |
| 146 | NoRelatedSym | Specifies the number of repeating symbols specified. Used in Market Data Request 35=V; 连续subscribe几个 |
| 150 | ExecType | Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus <39> (39) will always identify the current order status (i.e. Partially Filled) F = Trade (partial fill or fill) |
| 151 | LeavesQty | open for further execution |
| 262 | Unique identifier for Market Data Request | used for pricing: 35 = V marketdatarequest |
| 263 | SubscriptionRequestType | used for pricing: 35 = V marketdatarequest; 0 = Snapshot, 1 = Snapshot + Updates (Subscribe), 2 = Disable previous Snapshot + Update Request (Unsubscribe) |
| 264 | Depth of market for Book Snapshot | Valid values: 0 = Full Book 1 = Top of Book |
| 268 | NoMDEntries | Number of entries in Market Data message. Used in 35=W |
| 269 | MDEntryType | 0 = Bid; 1 = Offer. Used in 35=W |
| 270 | MDEntryPx | Price of the Market Data Entry. Used in 35=W |
| 271 | MDEntrySize | Quantity or volume represented by the Market Data Entry. Used in 35=W |
| 299 | QuoteEntryID | Uniquely identifies the quote as part of a QuoteSet. |
| 526 | SecondaryClOrdID |
当发送35=D时候, acceptor会发送35=8告诉order confirmation or rejection