BackgroundTo provide a normalised view of the ExecutionReport received by Clients, changes are being made to the quantity fields listed below. Currently these values are taken directly from the Venue messages. For the venues where these values are not as per Whisperer standard, improvements are being made to bring them inline with the schema definition. Field | Schema definition | Normalisation Issue | Affected Venues | Release Version |
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| LegCumQty | Total quantity filled so far on this Leg of the Order. | LegCumQty is populated inconsistently by some venues across different OrderStatuses. | autobahnfx_rapid, baml, barx, citi_colo, rbc_trading, standardchartered_s2bx, statestreet_efx, t360_tex. |
| | LegLeavesQty | Quantity remaining to execute on this Leg of the Order. | LegLeavesQty is populated inconsistently by all venues across different OrderStatuses. | All taker APIs | | | LegAllocQty | If ExecType=Calculated/Trade then ABS (SUM (LegAllocQty))=LegLastQty, otherwise ABS (SUM (LegAllocQty))=LegOrderQty | LegAllocQty is is populated inconsistently across different ExecTypes. LegAllocQty issent as 0 for Cancelled ExecutionReports. | All taker APIs | 2025.08.29.WE.RHEL9 | | LegAllocCalculatedCcyQty | If LegCurrency is LHS then=-LegAllocQty*LegLastPx; if LegCurrency is RHS then=-LegAllocQty/LegLastPx (rounded to the precision of LegAllocQty, half-up) | Allocation side is not taken into account for some venues and thus LegAllocCalculatedCcyQty is always sent as positive. | autobahnfx_algo, baml, fxspotstream_algo, precision_algo, xtx_euthenia | |
ChangeThis change will ensure that the above quantity fields are normalised consistently across all venues OrdStatus/ExecType combinations. These fields will never be null in the ExecutionReport. Timeline- Phased rollout starting August 2025.
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