Please note, that the fields that require server-side enrichment (such as quantity, margin, SLTP, etc.) are not provided in the Execution Reports with ExecType == PendingXXX. All other execution reports contain a full list of fields with the latest order status.
Field name (REST) | Field tag (WS) | Possible values | Description | Order | Trade |
msgType | 35 | 8 | x | x | |
account | 1 | ulong | x | x | |
clOrdId | 11 | string (40) | ClOrdId for the current request submitted by the client | x | x |
origClOrdId | 41 | string (40) | ClOrdId of the target order in the order chain | x | x |
orderId | 37 | string (40) | ID assigned to the order chain by the server | x | x |
ordStatusReqID | 790 | string (40) | If the ER is sent in response to an OrderStatusRequest, this field will contain the request ID submitted by the client | x | |
symbol | 55 | string | x | x | |
ordType | 40 | x | |||
price | 44 | decimal | Mandatory for Limit and Stop-Limit orders | x | |
stopPx | 99 | decimal | Mandatory for Stop and Stop-Limit orders | x | |
execInst | 18 | x | |||
timeInForce | 59 | x | |||
transactTime | 60 | x | x | ||
execId | 17 | string | Unique identifier of the execution report | x | x |
execType | 150 | A — PendingNew 0 — New 6 — PendingCancel 4 — Cancelled E — PendingReplace 5 — Replaced 8 — Rejected D — Restated F — Trade I — OrderStatus L — TriggeredOrActivatedBySystem | Restated is sent when order margin requirements are recalculated TriggeredOrActivatedBySystem is sent when a stop (stop-limit) order is triggered | x | |
execRestatementReason | 378 | 3 — RepricingOfOrder | Provided for ExecType == D (Restated) | x | |
tradeId | 1003 | string | Provided for ExecType == Trade (F), unique identifier of the trade | x | |
ordStatus | 39 | x | |||
ordRejReason | 103 | 1 — UnknownSymbol 2 — ExchangeClosed 3 — OrderExceedsLimit 5 — UnknownOrder 6 — DuplicateOrder 11 — UnsupportedOrderCharacteristic 13 — IncorrectQuantity 15 — UnknownAccount 16 — PriceExceedsCurrentPriceBand 99 — Other 100 — StopPriceInvalid | Refer to the field RejectText (1328) for additional information | x | |
side | 54 | x | x | ||
orderQty | 38 | decimal | x | ||
leavesQty | 151 | decimal | x | ||
cumQty | 14 | decimal | x | ||
lastQty | 32 | decimal | Provided for ExecType == F (Trade), quantity of the fill | x | x |
lastPx | 31 | decimal | Provided for ExecType == F (Trade), price of the fill | x | x |
capPrice | 1199 | decimal | Provided for trailing stop and attempt-zero-loss orders, the price beyond which the order won’t be moved | x | |
avgPx | 6 | decimal | The weighted-average price of all fills of a particular order. Provided if the order has been filled at least once. | x | |
lastLiquidityInd | 851 | 1 — AddedLiquidity 2 — RemovedLiquidity | Provided for ExecType == F (Trade), identifies aggressive execution | x | |
commission | 12 | decimal | Provided for ExecType == F (Trade), paid fee. Note that for trades with rebates the value is 0. | x | |
commRate | 1233 | decimal | Provided for ExecType == F (Trade), applied fee rate | x | |
commCurrency | 479 | string | Provided for ExecType == F (Trade), paid fee currency | x | |
rejectText | 1328 | string | Provided for ExecType == 8 (Rejected), description of why the order has been rejected | x | |
pegPriceType | 1094 | 8 — TrailingStopPeg | Identifies a trailing stop or an attempt-zero-loss order | x | |
pegOffsetType | 836 | 2 — BasisPoints | The unit of the distance to the stop price for a trailing stop or an attempt-zero-loss order | x | |
pegOffsetValue | 211 | ulong | Distance to the trailing stop or attempt-zero-loss | x | |
positionId | 2618 | ulong | Only for hedged accounting: ID of the position modified by the trade | x | x |
positionEffect | 77 | C — Close O — Open | Only for hedged accounting | x | x |
marginAmt | 1645 | decimal | Initial margin of the order | x | |
marginAmtType | 1644 | 11 — Initial Margin | x | ||
marginAmtCcy | 1646 | string | x | ||
text | 58 | string (40) | Comment provided by the client | x | x |
grpId | string (40) | Group identifier for cancel on disconnect orders | x | ||
SLTP (array, tag = 5000) | |||||
crdType | 40 | 2 — Limit 3 — Stop | Limit orders are take profits, stop orders are stop losses | x | |
price | 44 | decimal | Provided for take profits | x | |
stopPx | 99 | decimal | Provided for vanilla stop-loss orders | x | |
pegPriceType | 1094 | 8 — TrailingStopPeg | Indication of trailing stop loss or attempt-zero-loss | x | |
pegOffsetValue | 211 | decimal | Provided for trailing stop loss and attempt-zero-loss orders, the distance to the stop price | x | |
pegOffsetType | 836 | 2 — BasisPoints | Provided for trailing stop loss and attempt-zero-loss orders, the unit of the distance to the stop price | x | |
capPrice | 1199 | decimal | The price beyond which a trailing stop order will not move. 0 indicates an attempt-zero-loss order. | x |
Samples
WS | REST | |
New Order | "35":"8", "1":1012838720, "11":"myClOrdId_36", "37":"df97ba3f-9886-41d1-91d2-54e71eea129a", "55":"XBTUSD", "40":"2", "44":"9527", "60":1597853411262513770, "17":"36b3ecabdfdb09c2e5413f4911cb1590bd72ac51", "150":"A", "39":"A", "54":"1", "38":"1", "151":"1", "14":"0", "77":"O", "1645":"0.00000525", "1644":"11" } | { "msgType":"8", "account":1012838720, "clOrdId":"myClOrdId_37", "orderId":"524e15e4-9939-4eb0-927e-ccb372ba1123", "symbol":"XBTUSD", "ordType":"2", "price":"9000", "transactTime":1597853548193913758, "execId":"67a05ba9351ff5cf32a4d431728973ca53d13ab0", "execType":"A", "ordStatus":"A", "side":"1", "orderQty":"1", "leavesQty":"1", "cumQty":"0", "positionEffect":"O", "marginAmt":"0.00000556", "marginAmtType":"11" } |
Order Status | { "35":"8", "1":1012838720, "11":"XAq0pRQ1g", "37":"64d7a06a-27e5-422e-99d9-3cadc04f5a35", "55":"XBTUSD", "40":"2", "44":"9000", "60":1593778763271127920, "17":"ff5fb8153652f0516bf07b6979255bed053c84b9", "150":"I", "39":"0", "54":"1", "38":"1", "151":"1", "14":"0", "77":"O", "1645":"0.00000556", "1646":"11" } | { "msgType":"8", "account":1012838720, "clOrdId":"XAq0pRQ1g", "orderId":"64d7a06a-27e5-422e-99d9-3cadc04f5a35", "symbol":"XBTUSD", "ordType":"2", "price":"9000", "transactTime":1593778763271127920, "execId":"ff5fb8153652f0516bf07b6979255bed053c84b9", "execType":"I", "ordStatus":"0", "side":"1", "orderQty":"1", "leavesQty":"1", "cumQty":"0", "positionEffect":"O", "marginAmt":"0.00000556", "marginAmtType":"11" } |