Fill Cancels
Message is “Execution Report” (35=8)
OrdStatus (39) = B— CalculatedExecType (150) = H— TradeCancel
OpenYieldSubscriberTRDC
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber's order ID |
| 17 | ExecID | Required | Execution ID for this cancel message |
| 19 | ExecRefID | Required | ExecID of the fill being canceled |
| 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 |
| 54 | Side | Required | 1=Buy·2=SellMatches original |
| 38 | OrderQty | Required | Matches original |
| 44 | Price | Required | Matches original |
| 32 | LastQty | Required | Quantity of the canceled fill |
| 31 | LastPx | Required | Price of the canceled fill |
| 151 | LeavesQty | Required | Remaining quantity after cancel |
| 14 | CumQty | Required | Updated cumulative filled quantity |
| 6 | AvgPx | Required | Updated average price |
| 60 | TransactTime | Required | Time of the post-trade cancel |
Repeating Group
PartyBlock-Execution(453 NoPartyIDs)
Party block returned by OpenYield on non-fill execution reports.
| 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 |
| 1 | Executing Firm | Required | OpenYield MPID |
Field Group
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. |
If a fill is canceled post-trade, OpenYield sends an Execution Report (35=8, ExecType 150=H Trade Cancel, OrdStatus 39=B Calculated) on both the Trading (-TR) and Drop Copy (-DC) sessions. ExecRefID (19) identifies the fill being canceled, and LeavesQty (151) is forced to 0.