Drop Copy Fill
Message is “Execution Report” (35=8)
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber's order ID |
| 17 | ExecID | Required | Same ExecID as the fill on the TR session |
| 150 | ExecType | Required | 0=New·4=Canceled·5=Replaced·8=Rejected·F=Trade·G=TradeCorrect·H=TradeCancel |
| 39 | OrdStatus | Required | 0=New·1=PartiallyFilled·2=Filled·4=Canceled·5=Replaced·8=Rejected·A=PendingNew·B=Calculated |
| 63 | SettlType | Required | 0=Regular settlement·6=Future dated settlement |
| 64 | SettlDate | Required | Settlement date YYYYMMDD |
| 54 | Side | Required | 1=Buy·2=SellMatches order |
| 38 | OrderQty | Required | Matches order |
| 44 | Price | Required | Matches order |
| 59 | TimeInForce | Required | 0=Day (59=0; good till cancel for the trading day at OpenYield)·3=ImmediateOrCancel·4=FillOrKillMatches order |
| 32 | LastQty | Required | Fill quantity |
| 31 | LastPx | Required | Fill price |
| 151 | LeavesQty | Required | Remaining quantity after fill |
| 14 | CumQty | Required | Cumulative filled quantity |
| 6 | AvgPx | Required | Average fill price |
| 60 | TransactTime | Required | Time the fill was booked |
| 236 | Yield | Optional | Set for fixed- and zero-coupon bonds |
| 381 | GrossTradeAmt | Required | Principal cash for this fill |
| 157 | NumDaysInterest | Required | Number of days of accrued interest for this fill |
| 159 | AccruedInterestAmt | Required | Accrued interest dollar amount |
| 118 | NetMoney | Required | Settlement cash amount |
PartyBlock-Fill(453 NoPartyIDs)
Party block returned by OpenYield on fill execution reports (ExecType=F). Includes contra-party settlement information.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 453 | NoPartyIDsCount | Required | Number of party block entriesSet to the number of entries that follow. |
| The fields below repeat once per entry (count in NoPartyIDs) | |||
| 448 | PartyID | Required | — |
| 452 | PartyRole | Required | Role of this party entry |
Party Roles
| Role | Name | Required | Notes |
|---|---|---|---|
| 3 | Client ID | Required | Matches order |
| 4 | Clearing Firm | Optional | Matches order |
| 5 | Investor ID | Optional | Matches order |
| 24 | Customer Code | Optional | Matches order |
| 11 | Order Origination Trader | Optional | Matches order |
| 17 | Contra Firm | Required | Bilateral: MPID of settlement counterparty. Intermediated: OpenYield's MPID |
| 18 | Contra Clearing Firm | Optional | Bilateral: DTCC participant number of the contra clearing firm. Intermediated: OpenYield's clearing DTCC code |
| 1 | Executing Firm | Required | OpenYield MPID |
SecurityBlock
The security being traded.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 55 | Symbol | Required | Same value as SecurityID (48) |
| 48 | SecurityID | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 22 | SecurityIDSource | Required | 1=CUSIP·4=ISIN·A=Bloomberg Symbol (FIGI) |
| 460 | Product | Conditional | 1=Agency·3=Corporate·6=Government·11=MunicipalRequired on OpenYield responses; optional on subscriber messages. |
FeeBlock(136 NoMiscFees)
Fee disclosure block included on fill execution reports. OpenYield discloses all applicable fees.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 136 | NoMiscFeesCount | Conditional | Number of fee entriesSet to the number of entries that follow. Not sent when the group has no entries. |
| The fields below repeat once per entry (count in NoMiscFees) | |||
| 137 | MiscFeeAmt | Optional | — |
| 139 | MiscFeeType | Optional | 1=Regulatory (TAF — applicable on bond sells)·3=Local Commission (markup included in price)·8=Markup (trade fee to the maker)·12=Agent (clearing cost for intermediated trades) |
The entire fee block is optional. Individual fee entries are included only when applicable. For bilateral trades billed in arrears, this block may be absent.
Every fill execution report sent on the Trading (-TR) and Request Quote (-RQ) sessions — both partial fills (39=1) and complete fills (39=2) — is replicated on the Drop Copy session (-DC), along with fills from orders entered in the OpenYield UI. Only the standard header differs (the 49/56 suffix, 34, and 52); ExecID (17) is identical.
For example: