Usage
When an Order has been successfully canceled, Moment sends an ExecutionReport to the Client with ExecType = "4". Depending on whether the order has been routed to a trading venue, the Client may receive a Cancel sooner rather than later:
- If the order has been approved but not yet routed to the venue (likely because the order is not marketable against any venue quote), then Moment will almost immediately cancel the order.
- If the order has been routed to a venue for execution, then Moment must first confirm cancelation with the venue before sending a Cancel to the Client. Moment will only send a Cancel to the Client once all outstanding child orders for have been successfully canceled.
Schema: ExecutionReport (35=8, 150=4, 39=4)
ExecutionReport (35=8, 150=4, 39=4)| 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 | "4" = Canceled. This message indicates that the Order has been canceled by the Client, the Venue, or Moment. | Y | "4" |
| 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 | "4" = Canceled. The Client, the Venue, or Moment has canceled the Order. | Y | "4" |
| LeavesQty | 151 | The open quantity of the Order. For a canceled order, it will always be the case that LeavesQty = 0. | Y | "0" |
| 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 | "" |