Partial Fill
Message is “Execution Report” (35=8)
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber order ID |
| 17 | ExecID | Required | OpenYield's fill ID for this message |
| 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 (regular or tiered) |
| 59 | TimeInForce | Required | 0=Day (also GoodTilCancel at OpenYield)·3=ImmediateOrCancel·4=FillOrKillMatches order |
| 18 | ExecInst | Optional | G=AllOrNoneMatches order |
| 32 | LastQty | Required | This fill quantity |
| 31 | LastPx | Required | This fill price |
| 151 | LeavesQty | Required | Remaining quantity after this fill |
| 14 | CumQty | Required | Cumulative filled quantity |
| 6 | AvgPx | Required | Average fill price so far |
| 60 | TransactTime | Required | Time the fill was booked |
| 381 | GrossTradeAmt | Required | Principal cash for this fill |
| 159 | AccruedInterestAmt | Required | Accrued interest dollar amount |
| 118 | NetMoney | Required | Settlement cash amount for this fill |
PartyBlock-Fill(453 NoPartyIDs)
Party block returned by OpenYield on fill execution reports (ExecType=F). Includes contra-party settlement information.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 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 code of contra clearing house. Intermediated: OpenYield's clearing DTCC code |
| 1 | Executing Firm | Required | OpenYield MPID |
SecurityBlock
The security being traded.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 55 | Symbol | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 48 | SecurityID | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 22 | SecurityIDSource | Required | 1=CUSIP·4=ISIN·A=Bloomberg FIGI |
| 460 | Product | Required (Y/O) | 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 |
|---|---|---|---|
| 137 | MiscFeeAmt | Optional | — |
| 139 | MiscFeeType | Optional | 1=Regulatory (TAF — applicable on bond sells)·8=Markup (trade fee to the maker)·12=Agent (clearing cost for intermediated trades) |
ExecutionReportCore
Fields common to all order execution reports: ExecType discriminator and optional Yield.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 150 | ExecType | Required | 0=New·4=Canceled·5=Replaced·8=Rejected·F=Trade·G=TradeCorrect·H=TradeCancel |
| 236 | Yield | Optional | Set for fixed and zero coupon bonds |
If an order is partially filled with a match on the market, OpenYield sends an Execution Report (35=8) with the ExecType (150) field set to F (Trade) and OrdStatus (39) field set to 1 (Partially Filled).
In FIX 4.4, ExecType 1 (Partial Fill) and 2 (Fill) are not supported by the standard. Look to the OrdStatus field for this information.
For example if 10 of 100 was filled, where we gave a Trade ExecType (150=F) and a Partially Filled OrdStatus (39=1):