Usage
When an order is partially filled, Moment will send a Execution Report (35=8) to the Client with an ExecType of Trade (150=F) and an OrdStatus of Partially Filled (39=1). While partial fills are very rare for retail-sized trades (<$100,000), they can still occur in the case that 1) the trading venue partially fills the child order or 2) the child order is fully filled, but the size available on the trading venue was less than the Client order's size.
Schema: ExecutionReport (35=8, 150=F, 39=1)
ExecutionReport (35=8, 150=F, 39=1)| 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 | "2000" |
| 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" |
| SettleDate | 64 | Settle date in YYYYMMDD format. | C | "20230509" |
| Parties Block | These fields are only included when ExecType = "F". | |||
| 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 | These fields are only included when ExecType = "F". | |||
| 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. | N | "1" |
| MiscFeeAmt | 137 | Fee amount. | N | "0.10" |
| MiscFeeType | 139 | Fee Type. "3" = Commission. "8" = Markup. | N | "8" |
| MiscFeeBasis | 891 | The basis on which the fee is assessed: "0" = Absolute. "1" = Per bond. "2" = Percentage. | N | "1" |
| Order State | ||||
| OrdStatus | 39 | "1" = Partially Filled. The Order has been partially filled. | Y | "1" |
| LeavesQty | 151 | The open quantity of the Order, in par value. For a partial fill, it will always be the case that LeavesQty = OrderQty - CumQty. | Y | "1000" |
| CumQty | 14 | The cumulative quantity of the Order that has been filled, in par value. For a partial fill, it will always be the case that LeavesQty = OrderQty - CumQty. | Y | "1000" |
| AvgPx | 6 | The quantity-weighted average fill price for the Order. Always provided as a clean, percentage of par price. This field is omitted if there have been no fills for the order. | C | "99.00" |