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ExecutionReport[8] & TradeCaptureReport[AE]
A TradeCaptureReport[AE] is a pure fill update, uniquely identiable by its ExecID[17].
A ExecutionReport[8] is a potential TradeCaptureReport[AE], plus a mandatory live order state update; where the fill portion is identified by the same ExecID[17] and the live portion is identified by one or more of ClOrdID[11], OrigClOrdID[41], or QuoteRespID[693].
If Text[58] exists, and Reflector has previously blocked the identified order, then it's content will be replaced by Reflector's ErrorCode.
| Flag | Presence in 8 | Presence in AE | Field | Type |
|---|---|---|---|---|
| POSS_DUPE | Optional | Optional | PossDupFlag[43], PossResend[97] | BOOL |
| SEQ_NUM | Required | Required | MsgSeqNum[34] | INT |
| TEXT | Optional | - | Text[58] | STRING |
| ACCOUNT | Optional | Optional | Account[1], PartyRole[452], etc | STRING |
| ALLOC_ACCT | BANNED | BANNED | AllocAccount[79] | STRING |
| ORD_TYPE | Required | - | OrdType[40] | ENUM |
| ORD_STATUS | Required | - | OrdStatus[39] | ENUM |
| EXEC_TYPE | Required | - | ExecType[190] | ENUM |
| MATCH_STATUS | - | Required | MatchStatus[573] | ENUM |
| ORIG_ORDER_ID | Optional | - | OrigClOrdID[41] | STRING |
| ORDER_ID | Optional | - | ClOrdID[11] | STRING |
| QUOTE_RESP_ID | Optional | - | QuoteRespID[693] | STRING |
| EXEC_ID | Required | Required | ExecID[17] | STRING |
| SYMBOL | Required | Required | Symbol[55], SecurityID[48] | STRING, INT |
| CURRENCY | Optional | Optional | Currency[15] | STRING |
| SIDE | Required | Required | Side[54] | ENUM |
| CONTRACT_MULTIPLIER | Optional | Optional | ContractMultiplier[231] | FLOAT |
| PRICE | Optional | - | Price[44] | FLOAT |
| PRICE_TWO | BANNED | - | Price2[640] | FLOAT |
| QUANTITY | Required | - | OrderQty[38] | FLOAT |
| QUANTITY_TWO | BANNED | - | OrderQty2[192] | FLOAT |
| LEAVES_QUANTITY | Required | - | LeavesQty[151] | FLOAT |
| LEAVES_QUANTITY_TWO | BANNED | - | LeavesQty2[...] | FLOAT |
| LAST_PRICE | Optional | Required | LastPx[31] | FLOAT |
| LAST_PRICE_TWO | BANNED | BANNED | LastPx2[...] | FLOAT |
| LAST_QUANTITY | Optional | Required | LastQty[32] | FLOAT |
| LAST_QUANTITY_TWO | BANNED | BANNED | LastQty2[...] | FLOAT |
| SETTLE_DATE | Optional | Required | SettlDate[64] | DATE |
| SETTLE_DATE_TWO | BANNED | BANNED | SettlDate2[193] | DATE |
| NUM_LEGS | Optional | Optional | NoLegs[555] | INT |
OrderMassCancelReport[r] & OrderCancelReject[9]
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