Usage
When an order expires at the end of its eligible trading day, Moment will send an Execution Report with an ExecType of "Expired" (150=C). The expiration time of an order depends on the value of the TradingSessionID tag (336), which indicates whether the order is eligible for extended hours trading (336=EXT) or just eligible for normal market hours trading (336=REG). Extended hours trading lasts from 7:30AM to 5PM ET, while normal market hours trading lasts from 9:30AM to 4PM ET.
Schema: ExecutionReport (35=8, 150=C, 39=C)
ExecutionReport (35=8, 150=C, 39=C)| Field Name | Tag | Description | Required | Example |
|---|---|---|---|---|
| OrderID | 37 | Unique, Moment-assigned ID for the Order. | Y | "29b5e57e-0adc-45cf-936d-5b1055abeb08" |
| ExecID | 17 | Unique, Moment-assigned ID for the acknowledgement message. This identifier will be unique across all Execution Report messages that Moment sends to the Client. | Y | "ecc519ae-2b5f-489d-b555-459083856266" |
| ExecType | 150 | "C" = Expired. This message indicates that the Order has expired, meaning that Moment has canceled any outstanding child orders on the trading venues and no further updates are expected for the Order. | Y | "C" |
| TransactTime | 60 | Time when the event being reported occurred. | Y | "20231005-20:00:00" |
| Order Request | ||||
| ClOrdID | 11 | Matches field from NewOrderSingle. | Y | "fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06" |
| Account | 1 | Matches field from NewOrderSingle. | Y | "ACCT_1" |
| OrdType | 40 | Matches field from NewOrderSingle. | Y | "2" |
| OrderQty | 38 | Matches field from NewOrderSingle. | Y | "1000" |
| Side | 54 | Matches field from NewOrderSingle. | Y | "1" |
| Price | 44 | Matches field from NewOrderSingle. | Y | "100.00" |
| PriceType | 423 | Matches field from NewOrderSingle. | Y | "1" |
| SecurityID | 48 | Matches field from NewOrderSingle. | Y | "912797JE8" |
| SecurityIDSource | 22 | Matches field from NewOrderSingle. | Y | "1" |
| TimeInForce | 59 | Matches field from NewOrderSingle. | Y | "0" |
| TradingSessionID | 336 | Matches field from NewOrderSingle. | N | "REG" |
| TradingGroup | 5047 | Matches field from NewOrderSingle. | Y | "GRP_1" |
| Order State | ||||
| OrdStatus | 39 | "C" = Expired. The Order expired at the end of the trading session. | Y | "C" |
| LeavesQty | 151 | The open quantity of the Order, in par value. For an expired order, it will always be the case that LeavesQty = 0. | Y | "1000" |
| CumQty | 14 | The cumulative quantity of the Order that has been filled, in par value. | Y | "0" |
| AvgPx | 6 | The quantity-weighted average fill price for the Order. Always provided as a clean, percentage of par price. | Y | "" |