Usage
When an execution occurs for an order that results in the order being fully filled, Moment sends the Client an Execution Report (35=8) with an ExecType of Trade (150=F) and an OrdStatus of Filled (39=2).
Schema: ExecutionReport (35=8, 150=F, 39=2)
ExecutionReport (35=8, 150=F, 39=2)| 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 | "F" = Trade. This message indicates that the Client has received a fill for 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" |
| Fill Data | These fields are only included when ExecType = "F". | |||
| LastQty | 32 | The quantity of the fill being reported. | C | "1000" |
| LastPx | 31 | Price of the fill being reported. | C | "99.00" |
| GrossTradeAmt | 381 | The gross trade amount not inclusive of accrued interest, in dollars. | C | "990.00" |
| AccruedInterestAmt | 159 | Accrued interest for the fill, in dollars. | C | "5.00" |
| NetMoney | 118 | Settlement trade amount inclusive of accrued interest, in dollars. | C | "995.00" |
| TradeDate | 75 | Trade date in YYYYMMDD format. | C | "20230507" |
| SettlDate | 64 | Settlement date in YYYYMMDD format. | C | "20230509" |
| Parties Block | ||||
| NoPartyIDs | 453 | Number of Parties in the block. This will typically be "3" since the contra firm, contra clearing firm, and execution venue will typically be provided. | C | "3" |
| PartyID | 448 | Party identifier. | C | "ABCD" |
| PartyIDSource | 447 | Type of party identifier. "C" = generally accepted market participant identifier (MPID). "H" = CSD participant / member code. | C | "C" |
| PartyRole | 452 | Party role. "17" = Contra Firm. The MPID will be provided in this case. "18" = Contra Clearing Firm. The CSD participant / member code will be provided in this case. "73" = Execution Venue. The MPID will be provided in this case. | C | "17" |
| Fees Block | ||||
| NoMiscFees | 136 | Number of applicable fees. This is only relevant if the Client uses the Moment Portal to set their fee schedule for charging their customers. In that case, the Client's fees will be included in the drop copy. | C | "3" |
| MiscFeeAmt | 137 | Fee amount. | C | "10.00" |
| MiscFeeType | 139 | Fee Type. "3" = Commission. "8" = Markup. | C | "3" |
| MiscFeeBasis | 891 | The basis on which the fee is assessed: "0" = Absolute. "1" = Per bond. "2" = Percentage. | C | "0" |
| Order State | ||||
| OrdStatus | 39 | "2" = Filled. The Order has been fully filled. | Y | "2" |
| LeavesQty | 151 | The open quantity of the Order, in par value. For a fully filled 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. For a fully filled order, it will always be the case that CumQty = OrderQty. | Y | "1000" |
| AvgPx | 6 | The quantity-weighted average fill price for the Order. Always provided as a clean, percentage of par price. | Y | "99.00" |