Usage
When the Risk Management System approves an Order, Moment sends an Execution Report to the Client with an ExecType of New (150=0) and an OrdStatus of New (39=0). This means that the order has been sent to Moment's Smart Order Router, which is currently attempting to execute the order.
Schema: ExecutionReport (35=8, 150=0, 39=0)
ExecutionReport (35=8, 150=0, 39=0)Note that AvgPx (6) is omitted in the rejection message, as no executions have yet occurred for the order.
| 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 | "0a6a1b6c-b22c-4dc3-ad2f-7496c28f2c10" |
| ExecType | 150 | "0" = New. This message indicates that the Order has passed the pre-trade checks, meaning that Moment is currently attempting to execute the Order. | Y | "F" |
| TransactTime | 60 | Time when the event being reported occurred. | Y | "20231005-11:48:33" |
| 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 | "0" = New. The RMS has approved the Order and Moment is currently attempting to execute the Order. | Y | "0" |
| LeavesQty | 151 | The open quantity of the Order, in par value. For an approve message, it will always be the case that LeavesQty = OrderQty. | Y | "1000" |
| CumQty | 14 | The cumulative quantity of the Order that has been filled, in par value. For an approve message, it will always be the case that CumQty = 0. | Y | "0" |