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

H


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

OrdType


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

ExecInst


x


TimeInForce

59

TimeInForce


x


TransactTime

60

timestamp


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

OrdStatus


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

Side


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

TODO

string (40)

Group identifier for cancel on disconnect orders

x


SLTP (array, tag = 5000)



OrdType

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

ExecType == “F” (Trade)



Retrieve order status



Retrieve a trade (fill)