Execution schema
Id, Symbol, Datetime, Brokerid, Traderid, Clientid, effectiveTime, expireTime,
timeInForce, exposureDuration, tradingSession, tradingSessionSub, settlType, settlDate, Currency,
currencyFXRate, execType, trdType, matchType, Side, orderQty, Price, exchangeCode, refQuoteId,
refOrderId
For more information about the fields in this schema, refer to the FIX wiki (http://fixwiki.org/fixwiki/ExecutionReport/FIX.5.0SP2%2B)
| Field name | Field type | Description |
|---|---|---|
| Id | String | Unique identifier for the execution |
| Symbol | String | The ticker corresponding to the trade |
| Datetime | String | The date and time at which the trade occurred. The format is yyyy-mm-dd hh:mm:ss |
| Brokerid | String | The ID of the broker that is involved in this execution |
| Traderid | String | The ID of the trader that is involved in this execution |
| Clientid | String | The ID of the client that is involved in this execution |
| effectiveTime | String | The date and time stamp at which the execution is effective |
| expireTime | String | The date and time stamp when this execution will expire |
| timeInForce | String | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY |
| exposureDuration | String | The time in seconds of a "Good for Time" (GFT) TimeInForce |
| tradingSession | String | Identifier for a trading session |
| tradingSessionSub | String | Optional market assigned sub identifier for a trading phase within a trading session |
| settlType | String | Indicates order settlement period. If present, SettlDate overrides this field. If both SettlType and SettDate are omitted, the default for SettlType is 0 (Regular) |
| settlDate | String | Specific date of trade settlement (SettlementDate) in YYYYMMDD format |
| Currency | String | The currency in which the execution price is represented |
| currencyFXRate | Float | The foreign exchange rate that is used to calculate SettlCurrAmt from Currencyto SettlCurrency |
| execType | String | Describes the specific ExecutionRpt (for example, Pending Cancel) while OrdStatus will always identify the current order status (for example, Partially Filled) |
| trdType | String | Type of trade |
| matchType | String | The point in the matching process at which this trade was matched |
| Side | String | Denotes BUY or SELL execution |
| orderQty | Int | The volume that is fulfilled by this execution |
| Price | Float | The price per unit for this execution |
| exchangeCode | String | |
| refQuoteId | String | The quote that corresponds to this execution |
| refOrderId | String | Refers to the order corresponding to this execution |