| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2014 | AllExc | 124 | NoExecs |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 | FIX.5.0SP2 | 118 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 32 | LastQty | LastQty | optional | SYNOPSIS:
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
|
| 17 | ExecID | ExecID | optional | SYNOPSIS:
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int).
|
| 527 | SecondaryExecID | ExecID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.
|
| 31 | LastPx | LastPx | optional | SYNOPSIS:
Price of this (last) fill.
|
| 669 | LastParPx | LastParPx | optional | SYNOPSIS:
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).
|
| 29 | LastCapacity | LastCpcty | optional | SYNOPSIS:
Broker capacity in order execution
|
| 1003 | TradeID | TrdID | optional | SYNOPSIS:
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
|
| 1041 | FirmTradeID | FirmTrdID | optional | SYNOPSIS:
The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary
|
| 2749 | ExecutionTimestamp | ExecTS | optional | SYNOPSIS:
Time of the individual execution.
|
| 2524 | TradeReportingIndicator | TrdRptngInd | optional | SYNOPSIS:
Used between parties to convey trade reporting status.
ELABORATION: In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status. |
| 1072 | TrdRegPublicationGrp | TrdRegPublctn | optional | SYNOPSIS:
The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.
ELABORATION: Under the MiFID II regulation, this is used for indicating the reduction of pre- ("waivers") or post-trade transparency. In cases where a trade has been made outside an open order book venue or publication of trade data has been deferred, pertinent reason indicators are set in the TrdRegPublicationReason(2670) to further qualify the TrdRegPublicationType(2669). |
| 2206 | TradePriceConditionGrp | TrdPxConds | optional | SYNOPSIS:
Price conditions associated with a trade that impact trade price.
ELABORATION: |