Drop Copy Fill
Message is “Execution Report” (35=8)
ExecType (150) = F— Trade
OpenYieldSubscriberDC
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber's order ID |
| 17 | ExecID | Required | Same ExecId as the fill on the TR session |
| 150 | ExecType | Required | 0=New·4=Canceled·5=Replaced·8=Rejected·F=Trade·G=TradeCorrect·H=TradeCancel |
| 39 | OrdStatus | Required | 0=New·1=PartiallyFilled·2=Filled·4=Canceled·5=Replaced·8=Rejected·A=PendingNew·B=Calculated |
| 63 | SettlType | Required | 0=Regular settlement·6=Future dated settlement |
| 64 | SettlDate | Required | Settlement date YYYYMMDD |
| 54 | Side | Required | 1=Buy·2=SellMatches order |
| 38 | OrderQty | Required | Matches order |
| 44 | Price | Required | Matches order |
| 59 | TimeInForce | Required | 0=Day (also GoodTilCancel at OpenYield)·3=ImmediateOrCancel·4=FillOrKillMatches order |
| 32 | LastQty | Required | Fill quantity |
| 31 | LastPx | Required | Fill price |
| 151 | LeavesQty | Required | Remaining quantity after fill |
| 14 | CumQty | Required | Cumulative filled quantity |
| 6 | AvgPx | Required | Average fill price |
| 60 | TransactTime | Required | Time the fill was booked |
| 236 | Yield | Optional | Set for fixed and zero coupon bonds |
| 381 | GrossTradeAmt | Required | Principal cash for this fill |
| 157 | NumDaysInterest | Required | Number of days of accrued interest for this fill |
| 159 | AccruedInterestAmt | Required | Accrued interest dollar amount |
| 118 | NetMoney | Required | Settlement cash amount |
Repeating Group
PartyBlock-Fill(453 NoPartyIDs)
Party block returned by OpenYield on fill execution reports (ExecType=F). Includes contra-party settlement information.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 453 | NoPartyIDsCount | Required | Number of party block entriesSet to the number of entries that follow. Not sent when the group has no entries. |
| The fields below repeat once per entry — NoPartyIDs times | |||
| 448 | PartyID | Required | — |
| 452 | PartyRole | Required | Role of this party entry |
Party Roles
| Role | Name | Required | Notes |
|---|---|---|---|
| 3 | Client ID | Required | Matches Order |
| 4 | Clearing Firm | Optional | Matches Order |
| 5 | Investor ID | Optional | Matches Order |
| 24 | Customer Code | Optional | Matches Order |
| 11 | Order Origination Trader | Optional | Matches Order |
| 17 | Contra Firm | Required | Bilateral: MPID of settlement counterparty. Intermediated: OpenYield's MPID |
| 18 | Contra Clearing Firm | Optional | Bilateral: DTCC code of contra clearing house. Intermediated: OpenYield's clearing DTCC code |
| 1 | Executing Firm | Required | OpenYield MPID |
Field Group
SecurityBlock
The security being traded.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 55 | Symbol | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 48 | SecurityID | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 22 | SecurityIDSource | Required | 1=CUSIP·4=ISIN·A=Bloomberg FIGI |
| 460 | Product | Required (Y/O) | 1=Agency·3=Corporate·6=Government·11=MunicipalRequired on OpenYield responses; optional on subscriber messages. |
Repeating Group
FeeBlock(136 NoMiscFees)
Fee disclosure block included on fill execution reports. OpenYield discloses all applicable fees.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 136 | NoMiscFeesCount | Conditional | Number of fee entriesSet to the number of entries that follow. Not sent when the group has no entries. |
| The fields below repeat once per entry — NoMiscFees times | |||
| 137 | MiscFeeAmt | Optional | — |
| 139 | MiscFeeType | Optional | 1=Regulatory (TAF — applicable on bond sells)·3=Markup included in Price·8=Markup (trade fee to the maker)·12=Agent (clearing cost for intermediated trades) |
The entire fee block is optional. Individual fee entries are included only when applicable. For bilateral trades billed in arrears, this block may be absent.
Every fill execution report sent on the Trading session (*-TR) — both partial fills (OrdStatus=1) and complete fills (OrdStatus=2) — is replicated verbatim on the Drop Copy session (*-DC). The only difference is the session suffix in the header (49/56).
For example: