Execution report messages (MsgType=8) sent by tZERO via DROPCOPY for all order lifecycle events — acknowledgements, fills, cancels, rejects, and trade corrections.
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of the execution report |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 0 = New |
| 39 | OrdStatus | Y | Valid Values: 0 = New |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | Y | Will contain the order's OrdType |
| 44 | Price | Y | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | N | Quantity of shares bought/sold on this (last) fill |
| 151 | LeavesQty | Y | Number of shares open for execution |
| 14 | CumQty | N | Total number of shares filled |
| 6 | AvgPx | N | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 583 | ClOrdLinkID | N | Identifies the ClOrdID of originating order from ATS customer (from tZERO frontend) |
| 6287 | IsDirected | N | Indicates if the order was directed or not (values=Y/N) |
| 7083 | MktPrx | N | Market Price of Asset (Price used for Risk Management) |
| 7084 | CurBid | N | Current Bid of Asset |
| 7085 | CurAsk | N | Current Ask (Offer) of Asset |
| 7086 | LastPrx | N | Last Traded Price of Asset |
| 7087 | CurBidSize | N | Current Quantity at Best Bid of Asset |
| 7088 | CurAskSize | N | Current Quantity at Best Ask (Offer) of Asset |
| 9827 | TraderID | N | Identifies the Trader |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 4=Canceled |
| 39 | OrdStatus | Y | Valid Values: 4=Canceled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 84 | CxlQty | Y | Total number of shares canceled for this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 583 | ClOrdLinkID | N | Identifies the ClOrdID of originating order from ATS customer (from tZERO frontend) |
| 6287 | IsDirected | N | Indicates if the order was directed or not (values=Y/N) |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 8 =Rejected |
| 39 | OrdStatus | Y | Valid Values: 8 =Rejected |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | Text field for reject reason (maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 39 | OrdStatus | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | (Maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 31 | LastPx | Y | Carried to 4 decimal places by default (configurable up to 8) |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 583 | ClOrdLinkID | N | Identifies the ClOrdID of originating order from ATS customer (from tZERO frontend) |
| 6287 | IsDirected | N | Indicates if the order was directed or not (values=Y/N) |
| 9730 | LiquidityFlag | N | A = Added R = Removed O = Opening |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| 9901 | RmtExcId | N | Identifies the remote execution ID |
| 9902 | MatchId | Y | Identifies the execution ID tied to both sides of a "match" |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 19 | ExecRefID | Y | References the ExecID of the execution being busted |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: H=Busted |
| 39 | OrdStatus | Y | Valid Values: 4=Canceled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | (Maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 31 | LastPx | Y | Carried to 4 decimal places by default (configurable up to 8) |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 583 | ClOrdLinkID | N | Identifies the ClOrdID of originating order execution from ATS customer (from tZERO frontend) being busted |
| 6287 | IsDirected | N | Indicates if the order was directed or not (values=Y/N) |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| 9902 | MatchId | N | Identifies the execution ID tied to both sides of a "match" being busted |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 52 | SendingTime | N | Time the dropcopy message was sent (expressed in GMT) |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the executing Broker (FIRM). |
| 11 | ClOrdID | Y | Identifies the ID of the dropcopy message |
| 41 | OrigClOrdID | Y | Identifies the original ID of the dropcopy message |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 19 | ExecRefID | Y | References the ExecID of the execution being corrected |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: G=Corrected |
| 39 | OrdStatus | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time the transaction took place (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | (Maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 31 | LastPx | Y | Carried to 4 decimal places by default (configurable up to 8) |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message took effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 583 | ClOrdLinkID | N | Identifies the ClOrdID of originating order execution from ATS customer (from tZERO frontend) being corrected |
| 6287 | IsDirected | N | Indicates if the order was directed or not (values=Y/N) |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| 9902 | MatchId | N | Identifies the execution ID tied to both sides of the "match" being corrected |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the GIVEUP firm the order goes to the street as. |
| 11 | ClOrdID | Y | Identifies the ID of the executed order |
| 41 | OrigClOrdID | Y | Identifies the original ID of the executed order |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 39 | OrdStatus | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time of execution (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | (Maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | Quantity of shares bought/sold on this (last) fill |
| 31 | LastPx | Y | Carried to 4 decimal places by default (configurable up to 8) |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message should take effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 9730 | LiquidityFlag | N | A = Added R = Removed O = Opening |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| 9901 | RmtExcId | N | Identifies the remote execution ID |
| 9902 | MatchId | Y | Identifies the execution ID tied to both sides of a "match" |
| Trailer | Y |
| Tag # | Field Name | Req'd | Comments |
|---|---|---|---|
| Header | Y | MsgType = 8 | |
| 1 | Account | N | Account identifier |
| 50 | SenderSubID | N | Identifies the CLIENT firm submitting the order. |
| 115 | OnBehalfOfCompID | N | Identifies the GIVEUP firm the order goes to the street as. |
| 11 | ClOrdID | Y | Identifies the ID of the executed order |
| 41 | OrigClOrdID | Y | Identifies the original ID of the executed order |
| 37 | OrderID | Y | Identifies the internal tZERO system order id |
| 100 | ExDestination | N | Execution destination as defined when order is entered |
| 109 | ClientID | N | Identifies the ClOrdID received from the ATS subscriber |
| 211 | PegDifference | N | Peg offset price where applicable |
| 17 | ExecID | Y | Unique identifier of execution message |
| 20 | ExecTransType | Y | "0" |
| 150 | ExecType | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 39 | OrdStatus | Y | Valid Values: 1 = Partially Filled 2 = Filled |
| 55 | Symbol | Y | Will contain the order's Symbol |
| 65 | SymbolSfx | N | Additional information about the security (e.g., preferred, warrants, etc.) |
| 54 | Side | Y | Will contain the order's Side |
| 60 | TransactTime | Y | Time of execution (expressed in GMT) |
| 38 | OrderQty | Y | Will contain the order's OrderQty |
| 40 | OrdType | N | Will contain the order's OrdType |
| 44 | Price | N | Will contain the order's Price |
| 99 | StopPx | N | Will contain the order's StopPx (not supported on ATS) |
| 59 | TimeInForce | N | Will contain the order's Time in Force |
| 58 | Text | N | (Maximum of 256 characters) |
| 18 | ExecInst | N | Will contain the order's Execution Instruction |
| 30 | LastMarket | N | Last Market |
| 76 | Exec Broker | N | Identifies the ID of the Executing Broker |
| 375 | ContraBroker | N | Identifies the contra party. Use for clearing purposes. |
| 32 | LastShares | Y | The corrected executed quantity of the trade (if quantity corrected) |
| 31 | LastPx | Y | The corrected price of the trade (if price corrected). Up to 4 decimal places by default (configurable up to 8) |
| 151 | LeavesQty | Y | Number of shares open for further execution |
| 14 | CumQty | Y | Total number of shares filled |
| 6 | AvgPx | Y | Calculated average price of all fills on this order |
| 21 | HandlInst | N | Will contain the order's handling instructions |
| 47 | Rule 80A | N | Order Capacity (A) "Agent" is the default |
| 168 | EffectiveTime | N | Time the details within the message should take effect |
| 376 | ComplianceID | N | Will contain the matching CATS order id, as submitted to the remote destination. |
| 9730 | LiquidityFlag | N | A = Added R = Removed O = Opening |
| 9827 | TraderID | N | Identifies the Traders User ID |
| 9889 | OrderDesk | N | Identifies the order desk where the message originated |
| 9901 | RmtExcId | N | Identifies the remote execution ID |
| 9902 | MatchId | Y | Identifies the execution ID tied to both sides of a "match" |
| Trailer | Y |
Real-world FIX message examples. Amber block shows the raw wire format; green block shows the parsed field breakdown.
2024-10-20|15:59:53.159 - 1566.097484|999887 - (2563,1434) SENDING ExeRpt[0:0] 8=FIX.4.4|9=421|35=8|49=ATSDCTEST|56=CLRATSTEST|34=2564|52=20241020-19:59:53.159|50=PROS|115=PROS|20=0|60=20241020-19:59:53.159|1=ATS-ACCT-TEST|109=1072aPROS2-QA1|9889=FHPROS02|11=1144|41=1144|37=1144|376=1127|583=DTMN_19900196|54=2|38=1500|55=TZROP|40=2|59=0|9754=0|47=A|17=1410|100=STX|32=0|44=3.550000|151=1500|14=0|39=0|150=0|168=20241020-19:59:53.159|76=STX|6287=Y|7083=3.5900|7084=3.5900|7085=3.6000|7086=3.5900|7087=750|7088=2500|10=150|
SendingTime52= 20241020-19:59:53
MsgSeqNum34= 2564
SenderCompID49= ATSDCTEST
TargetCompID56= CLRATSTEST
SenderSubID50= PROS
OnBehalfOfCompID115=PROS
PassThroughs2= 7083=3.5900|7084=3.5900|7085=3.6000|7086=3.5900|7087=750|7088=2500|
ExecTransType20= [0]New
TransactTime60= 20241020-19:59:53
Account1= ATS-ACCT-TEST
ClientID109= 1072aPROS2-QA1
OrderDesk9889= FHPROS02
ClOrdID11= 1144
OrigClOrdID41= 1144
OrderID37= 1144
ComplianceID376= 1127
ClOrdLinkID583= DTMN_19900196
Side54= [2]SELL
OrderQty38= 1500
Symbol55= TZROP
OrdType40= [2]LMT
TimeInForce59= [0]DAY
ParTIF9754= 0
PegDifference211= 0 [0]
Rule80A47= A
ExecID17= 1410
ExDestination100= STX
Price44= 3.550000
PrxFormat=6
OrdStatus39= [0]New
ExecType150= [0]New
LastShares32= 0
CumQty14= 0
LeavesQty151= 1500
EffectiveTime168= 20241020-19:59:53
ExecBroker76= STX
IsDirected6287= Y2024-10-20|15:58:10.130 - 1463.076785|999834 - (2403,1429) SENDING ExeRpt[8:8] 8=FIX.4.4|9=363|35=8|49=ATSDCTEST|56=CLRATSTEST|34=2404|52=20241020-19:58:10.130|50=PROS|20=0|60=20241020-19:58:10.130|1=ATS-ACCT-TEST|109=20241020.1035aPROS1-QA1|9889=FHPROS01|11=1069|41=1069|37=1069|376=-1|54=2|38=1500|55=EXOD|40=2|59=0|17=1198|32=0|44=4.320000|151=0|14=0|39=8|150=8|58=FAILSRISK[TZROATS01]: EXOD is on the restricted securities list|168=20241020-19:58:10.130|10=029|
SendingTime52= 20241020-19:58:10 MsgSeqNum34= 2404 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS PassThroughs2= ExecTransType20= [0]New TransactTime60= 20241020-19:58:10 Account1= ATS-ACCT-TEST ClientID109= 20241020.1035aPROS1-QA1 OrderDesk9889= FHPROS01 ClOrdID11= 1069 OrigClOrdID41= 1069 OrderID37= 1069 ComplianceID376= -1 Side54= [2]SELL OrderQty38= 1500 Symbol55= EXOD OrdType40= [2]LMT TimeInForce59= [0]DAY PegDifference211= 0 [0] ExecID17= 1198 Price44= 4.320000 PrxFormat=6 OrdStatus39= [8]Rejected ExecType150= [8]Rejected LastShares32= 0 CumQty14= 0 LeavesQty151= 0 Text58= FAILSRISK[TZROATS01]: EXOD is on the restricted securities list EffectiveTime168= 20241020-19:58:10
2024-10-20|16:02:40.161 - 1733.102610|597 - (2576,1438) SENDING ExeRpt[4:4] 8=FIX.4.4|9=366|35=8|49=ATSDCTEST|56=CLRATSTEST|34=2577|52=20241020-20:02:40.161|50=PROS|115=PROS|20=0|60=20241020-20:02:40.161|1=ATS-ACCT-TEST|109=1065aPROS2-QA1|9889=FHPROS02|11=1130|41=1130|37=1130|376=1113|583=DTMN_19900176|54=1|38=3500|55=TZROP|40=2|59=0|47=A|17=1418|100=STX|32=0|6=3.556122|44=3.550000|151=0|14=2450|84=1050|39=4|150=4|168=20241020-20:02:40.161|76=STX|6287=Y|10=244|
SendingTime52= 20241020-20:02:40 MsgSeqNum34= 2577 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS OnBehalfOfCompID115=PROS PassThroughs2= ExecTransType20= [0]New TransactTime60= 20241020-20:02:40 Account1= ATS-ACCT-TEST ClientID109= 1065aPROS2-QA1 OrderDesk9889= FHPROS02 ClOrdID11= 1130 OrigClOrdID41= 1130 OrderID37= 1130 ComplianceID376= 1113 ClOrdLinkID583= DTMN_19900176 Side54= [1]BUY OrderQty38= 3500 Symbol55= TZROP OrdType40= [2]LMT TimeInForce59= [0]DAY PegDifference211= 0 [0] Rule80A47= A ExecID17= 1418 ExDestination100= STX Price44= 3.550000 PrxFormat=6 OrdStatus39= [4]Canceled ExecType150= [4]Canceled LastShares32= 0 CumQty14= 2450 AvgPx6= 3.556122 LeavesQty151= 0 CxlQty84= 1050 EffectiveTime168= 20241020-20:02:40 ExecBroker76= STX IsDirected6287= Y
2024-10-23|9:50:51.668 - 0977.706065|987 - (1271,696) SENDING ExeRpt[1:1] 8=FIX.4.4|9=455|35=8|49=ATSDCTEST|56=CLRATSTEST|34=1272|52=20241023-13:50:51.668|50=PROS|115=PROS|20=0|60=20241023-13:50:51.668|1=ATS-ACCT-TEST|109=20241020.1064aPROS2-QA1|9889=FHPROS02|11=96|41=96|37=96|376=20241020.1111|583=DTMN_19900174|54=2|38=1500|55=MYRA|40=2|59=1|47=A|17=1619|9901=1172|9902=1172-STX-20241023|100=STX|32=500|31=0.960000|6=0.960000|44=0.960000|151=1000|14=500|39=1|150=1|168=20241023-13:50:51.668|76=STX|30=STX|6287=Y|9730=A|382=1|375=STX|439=TZRO|10=077|
SendingTime52= 20241023-13:50:51 MsgSeqNum34= 1272 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS OnBehalfOfCompID115=PROS PassThroughs2= 439=TZRO| ExecTransType20= [0]New TransactTime60= 20241023-13:50:51 Account1= ATS-ACCT-TEST ClientID109= 20241020.1064aPROS2-QA1 OrderDesk9889= FHPROS02 ClOrdID11= 96 OrigClOrdID41= 96 OrderID37= 96 ComplianceID376= 20241020.1111 ClOrdLinkID583= DTMN_19900174 Side54= [2]SELL OrderQty38= 1500 Symbol55= MYRA OrdType40= [2]LMT TimeInForce59= [1]GTC PegDifference211= 0 [0] Rule80A47= A ExecID17= 1619 RmtExcId9901=1172 MatchId9902= 1172-STX-20241023 ExDestination100= STX Price44= 0.960000 PrxFormat=6 OrdStatus39= [1]PartiallyFilled ExecType150= [1]PartiallyFilled LastShares32= 500 LastPx31= 0.960000 CumQty14= 500 AvgPx6= 0.960000 LeavesQty151= 1000 EffectiveTime168= 20241023-13:50:51 ExecBroker76= STX LastMkt30= STX NoContraBrokers382= 1 ContraBroker375= STX IsDirected6287= Y Liq9730= A
2024-10-23|9:50:51.668 - 0977.707028|963 - (1272,696) SENDING ExeRpt[2:2] 8=FIX.4.4|9=459|35=8|49=ATSDCTEST|56=CLRATSTEST|34=1273|52=20241023-13:50:51.668|50=PROS|115=PROS|20=0|60=20241023-13:50:51.668|1=ATS-ACCT-TEST|109=20241023.1101aPROS2-QA1|9889=FHPROS02|11=1202|41=1202|37=1202|376=20241023.1172|583=DTMN_19900272|54=1|38=1250|55=MYRA|40=2|59=1|47=A|17=1620|9901=1172|9902=1172-STX-20241023|100=STX|32=500|31=0.960000|6=0.960000|44=0.970000|151=0|14=1250|39=2|150=2|168=20241023-13:50:51.668|76=STX|30=STX|6287=Y|9730=R|382=1|375=STX|439=TZRO|10=007|
SendingTime52= 20241023-13:50:51 MsgSeqNum34= 1273 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS OnBehalfOfCompID115=PROS PassThroughs2= 439=TZRO| ExecTransType20= [0]New TransactTime60= 20241023-13:50:51 Account1= ATS-ACCT-TEST ClientID109= 20241023.1101aPROS2-QA1 OrderDesk9889= FHPROS02 ClOrdID11= 1202 OrigClOrdID41= 1202 OrderID37= 1202 ComplianceID376= 20241023.1172 ClOrdLinkID583= DTMN_19900272 Side54= [1]BUY OrderQty38= 1250 Symbol55= MYRA OrdType40= [2]LMT TimeInForce59= [1]GTC PegDifference211= 0 [0] Rule80A47= A ExecID17= 1620 RmtExcId9901=1172 MatchId9902= 1172-STX-20241023 ExDestination100= STX Price44= 0.970000 PrxFormat=6 OrdStatus39= [2]Filled ExecType150= [2]Filled LastShares32= 500 LastPx31= 0.960000 CumQty14= 1250 AvgPx6= 0.960000 LeavesQty151= 0 EffectiveTime168= 20241023-13:50:51 ExecBroker76= STX LastMkt30= STX NoContraBrokers382= 1 ContraBroker375= STX IsDirected6287= Y Liq9730= R
2024-10-23|12:13:12.492 - 0000.000000|0 - (1592,977) SENDING ExeRpt[4:H] 8=FIX.4.4|9=429|35=8|49=ATSDCTEST|56=CLRATSTEST|34=1593|52=20241023-16:13:12.492|50=PROS|115=PROS|20=1|60=20241023-16:13:12.488|1=ATS-ACCT-TEST|109=20241018.1133aPROS1-QA1|9889=FHPROS01|11=86|41=86|37=86|376=20241018.1231|583=DTMN_19900281|54=2|38=1500|55=MYRA|40=2|59=1|47=A|17=1667|19=1617|9902=74-STX-20241023|100=STX|32=750|31=0.960000|6=0.960000|44=0.960000|151=0|14=750|39=4|150=H|168=20241023-13:50:51.668|76=STX|6287=Y|9058=BKO|439=TZRO|10=065|
SendingTime52= 20241023-16:13:12 MsgSeqNum34= 1593 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS OnBehalfOfCompID115=PROS PassThroughs2= 439=TZRO| ExecTransType20= [1]Busted TransactTime60= 20241023-16:13:12 Account1= ATS-ACCT-TEST ClientID109= 20241018.1133aPROS1-QA1 OrderDesk9889= FHPROS01 ClOrdID11= 86 OrigClOrdID41= 86 OrderID37= 86 ComplianceID376= 20241018.1231 ClOrdLinkID583= DTMN_19900281 Side54= [2]SELL OrderQty38= 1500 Symbol55= MYRA OrdType40= [2]LMT TimeInForce59= [1]GTC PegDifference211= 0 [0] Rule80A47= A ExecID17= 1667 ExecRefID19= 1617 MatchId9902= 74-STX-20241023 ExDestination100= STX Price44= 0.960000 PrxFormat=6 OrdStatus39= [4]Canceled ExecType150= [H]Busted LastShares32= 750 LastPx31= 0.960000 CumQty14= 750 AvgPx6= 0.960000 LeavesQty151= 0 EffectiveTime168= 20241023-13:50:51 ExecBroker76= STX IsDirected6287= Y TextMemo9058= BKO
2024-10-23|9:55:22.992 - 1249.025682|1726 - (1293,703) SENDING ExeRpt[2:G] 8=FIX.4.4|9=434|35=8|49=ATSDCTEST|56=CLRATSTEST|34=1294|52=20241023-13:55:22.992|50=PROS|115=PROS|20=2|60=20241023-13:55:22.991|1=ATS-ACCT-TEST|109=20241020.1064aPROS2-QA1|9889=FHPROS02|11=96|41=96|37=96|376=20241020.1111|583=DTMN_19900174|54=2|38=1500|55=MYRA|40=2|59=1|47=A|17=1637|19=1619|9902=1172-STX-20241023|100=STX|32=500|31=0.970000|6=0.970000|44=0.960000|151=1000|14=500|39=2|150=G|168=20241023-13:55:22.991|76=STX|6287=Y|9058=BKO|439=TZRO|10=035|
SendingTime52= 20241023-13:55:22 MsgSeqNum34= 1294 SenderCompID49= ATSDCTEST TargetCompID56= CLRATSTEST SenderSubID50= PROS OnBehalfOfCompID115=PROS PassThroughs2= 439=TZRO| ExecTransType20= [2]Correct TransactTime60= 20241023-13:55:22 Account1= ATS-ACCT-TEST ClientID109= 20241020.1064aPROS2-QA1 OrderDesk9889= FHPROS02 ClOrdID11= 96 OrigClOrdID41= 96 OrderID37= 96 ComplianceID376= 20241020.1111 ClOrdLinkID583= DTMN_19900174 Side54= [2]SELL OrderQty38= 1500 Symbol55= MYRA OrdType40= [2]LMT TimeInForce59= [1]GTC PegDifference211= 0 [0] Rule80A47= A ExecID17= 1637 ExecRefID19= 1619 MatchId9902= 1172-STX-20241023 ExDestination100= STX Price44= 0.960000 PrxFormat=6 OrdStatus39= [2]Filled ExecType150= [G]Corrected LastShares32= 500 LastPx31= 0.970000 CumQty14= 500 AvgPx6= 0.970000 LeavesQty151= 1000 EffectiveTime168= 20241023-13:55:22 ExecBroker76= STX IsDirected6287= Y TextMemo9058= BKO
tZERO Technologies · FIX 4.4 DROPCOPY Specification · December 2025