Execution Report
From DriveWealth to client
All execution report messages have MsgType<35> = 8.
DW sends execution reports of the following types:
- Rejected if the order could not be accepted into the system due to unsupported fields, unrecognized symbols, or invalid field values
- Accepted (“New”) once the order has been accepted into the application
Partial Fill after an execution with remaining quantity - Fill after an execution with no remaining quantity
- Canceled if the remaining execution quantity of the order is canceled. This may happen due to order validation, market conditions, manual intervention, end-of-market day, or a system error.
Supported fields
| Tag | Field name | Req'd | Description |
|---|---|---|---|
| 6 | AvgPrice | N* | Average price in dollars per share of all fills on this order *Set on execution reports with filled quantities |
| 11 | ClOrdId | Y | Reflection of the ClOrdId of the New Order, Cancel Request, or Cancel / Replace Request message. |
| 14 | CumQty | N* | Total number of shares filled on this order |
| 17 | ExecId | Y | DW-generated unique ID of the execution report. Example: 1803468687151267841 |
| 19 | ExecRefId | N* | For busts, the ExecId<17> of the fill being busted |
| 20 | ExecTransType | Y | Supported values:0 = New (i.e. new execution report)1 = Cancel (Bust) |
| 31 | LastPrice | N* | The price in dollars per share of the most recent fill *Set on execution reports with at least one fill |
| 32 | LastShares | N* | The number of shares of the most recent fill *Set on execution reports with at least one fill |
| 37 | OrderId | Y | Day-unique, cross-line unique ID of the order generated by DriveWealth. |
| 38 | OrderQty | Y | Reflected from the order request. |
| 39 | OrdStatus | Y | Status of the order: same value range as ExecType<150> |
| 40 | OrdType | Y | Reflected from the order request. |
| 41 | OrigClOrdId | N* | The previous ClOrdId of the order.*Required for responses to Cancel Requests and Canceled messages. |
| 44 | Price | N | Reflected from the order request. |
| 54 | Side | Y | Reflected from the order request. |
| 55 | Symbol | Y | Reflected from the order request. |
| 58 | Text | N | Text description may be provided on some execution reports. |
| 59 | TimeInForce | Y | Reflected from the order request. |
| 60 | TransactTime | Y | The time the execution report was initiated by the DW system. GMT date/time in millisecond resolution or better |
| 63 | SettlementType | N | Reflected from the order request. |
| 65 | SymbolSfx | N | Reflected from the order request. |
| 99 | StopPx | N | Reflected from the order request. |
| 137 | MiscFeeAmt | N | Sent on the final message on an order, such as fully filled or Partial then Canceled |
| 139 | MiscFeeType | N | Set to 1 (Regulatory) when tag 137 is set |
| 150 | ExecType | Y | The type of execution report. Supported values: 0 = Accepted (“New”)1 = Partial Filled2 = Filled3 = Done for Day4 = Canceled5 = Replaced6 = Pending Cancel**8 = RejectedE = Pending Replace****Not enabled by default. DriveWealth can configure upon request. |
| 151 | LeavesQty | Y | Amount of shares open for further execution. Will be 0 for cancels or rejects. For fills, LeavesQty<151> = OrderQty<38> - CumQty<14> |
| 152 | CashOrderQty | N | Reflected from the order request. |
Updated 28 days ago