Completed Order
Message is “Execution Report” (35=8)
OrdStatus (39) = 24ExecType (150) = F4
OpenYieldSubscriberTRRQ
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber order ID |
| 41 | OrigClOrdID | Optional | Set when order was canceled after partial fills |
| 17 | ExecID | Required | OpenYield's execution ID for this message |
| 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 |
| 18 | ExecInst | Optional | G=AllOrNone·Z=Cancel if not Best (Single Fill or Cancel)Matches order |
| 32 | LastQty | Required | Ticket quantity (aggregate of fills) |
| 31 | LastPx | Required | Price (aggregate) |
| 151 | LeavesQty | Required | Remaining quantity (0 if fully filled) |
| 14 | CumQty | Required | Total quantity filled |
| 6 | AvgPx | Required | Average price |
| 381 | GrossTradeAmt | Required | Total principal cash |
| 157 | NumDaysInterest | Required | Total days of accrued interest |
| 159 | AccruedInterestAmt | Required | Total accrued interest |
| 118 | NetMoney | Required | Total settlement cash |
| 58 | Text | Optional | Human-readable note |
Repeating Group
PartyBlock-Execution(453 NoPartyIDs)
Party block returned by OpenYield on non-fill execution reports.
| 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 |
| 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.
Field Group
ExecutionReportCore
Fields common to all order execution reports: ExecType discriminator and optional Yield.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 150 | ExecType | Required | 0=New·4=Canceled·5=Replaced·8=Rejected·F=Trade·G=TradeCorrect·H=TradeCancel |
| 236 | Yield | Optional | Set for fixed and zero coupon bonds |
Repeating GroupOptional
StipulationsBlock(232 NoStipulations)
Optional Minima constraints on a resting order or quote. When present, restricts the quantities a taker may fill against this maker order. Encoded as a FIX stipulations repeating group.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 232 | NoStipulationsCount | Optional | Number of Minima stipulations in the repeating groupSet to the number of entries that follow. Not sent when the group has no entries. |
| The fields below repeat once per entry — NoStipulations times | |||
| 233 | StipulationType | Required | MINQTY=Minimum Quantity·MININCR=Minimum Increment·MINDNOM=Minimum Balance RemainingMINQTY, MININCR, or MINDNOM |
| 234 | StipulationValue | Required | Numeric value for the stipulation |
When an order is completely filled or canceled with fills, OpenYield sends a final ExecutionReport (35=8) with the complete ticket details.
For example, when the above 90 was completed: