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FIX MESSAGE 35=8

ExecutionReport

MsgType (35) = 8SingleGeneralOrderHandlingAdded FIX.2.7

Definition

The execution report message is used to:

  1. Confirm the receipt of an order
  2. Confirm changes to an existing order (i.e. accept cancel and replace requests)
  3. Relay order status information
  4. Relay fill information on working orders
  5. Relay fill information on tradeable or restricted tradeable quotes
  6. Reject orders
  7. Report post-trade fees calculations associated with a trade

Message structure 391 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = 8

    1. 8 BeginStringStringRequired here

      FIX.4.4 (Always unencrypted, must be first field in message)

    2. 9 BodyLengthLengthRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    5. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    6. Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    7. Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    8. Required to identify length of encrypted section of message. (Always unencrypted)

    9. Required when message body is encrypted. Always immediately follows SecureDataLen field.

    10. 34 MsgSeqNumSeqNumRequired here

      (Can be embedded within encrypted data section.)

    11. (Can be embedded within encrypted data section.)

    12. Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    13. "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    14. Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    15. Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    16. Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    17. Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    18. Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 43 PossDupFlagBoolean

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    20. 97 PossResendBoolean

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    21. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    22. 122 OrigSendingTimeUTCTimestamp

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    23. Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    24. Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

    25. Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

    26. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    27. HopRepeating groupCount tag 627

      Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

      1. 627 NoHopsGroup count
      2. 628 HopCompIDString
      3. 629 HopSendingTimeUTCTimestamp
      4. 630 HopRefIDSeqNum
  2. 37 OrderIDStringRequired

    OrderID is required to be unique for each chain of orders.

  3. Can be used to provide order id used by exchange or executing system.

  4. 11 ClOrdIDString

    Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).

  5. Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.

  6. Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.

  7. Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.

  8. Required if responding to an Order Mass Status Request. Echo back the value provided by the requester.

  9. Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.

  10. Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.

  11. PartiesRepeating groupCount tag 453
    1. 453 NoPartyIDsGroup count

      Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

    2. 448 PartyIDString

      Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

    3. Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

    4. Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

    5. PtysSubGrpRepeating groupCount tag 802

      Repeating group of Party sub-identifiers.

      1. 802 NoPartySubIDsGroup count
  12. ContraGrpRepeating groupCount tag 382

    Number of ContraBrokers repeating group instances.

    1. 382 NoContraBrokersGroup count
    2. 438 ContraTradeTimeUTCTimestamp
  13. 66 ListIDString

    Required for executions against orders which were submitted as part of a list.

  14. 548 CrossIDString

    CrossID for the replacement order

  15. Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.

  16. 17 ExecIDStringRequired

    Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).

  17. 19 ExecRefIDString

    Required for Trade Cancel and Trade Correct ExecType messages

  18. 150 ExecTypecharRequired

    Describes the purpose of the execution report.

  19. 39 OrdStatuscharRequired

    Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

  20. For optional use with OrdStatus = 0 (New)

  21. For optional use with ExecType = 8 (Rejected)

  22. Required for ExecType = D (Restated).

  23. 1 AccountString

    Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

  24. Specifies type of account

  25. 64 SettlDateLocalMktDate

    Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

  26. InstrumentComponentRequired
    1. 55 SymbolString

      Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

    2. 65 SymbolSfxString

      Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

    3. 48 SecurityIDString

      Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

    4. Required if SecurityID is specified.

    5. SecAltIDGrpRepeating groupCount tag 454

      Number of alternate Security Identifiers

      1. 454 NoSecurityAltIDGroup count
    6. Indicates the type of product the security is associated with (high-level category)

    7. 461 CFICodeString

      Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

    8. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

    9. Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

    10. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

    11. 541 MaturityDateLocalMktDate

      Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

    12. For Options.

    13. 224 CouponPaymentDateLocalMktDate

      Date interest is to be paid. Used in identifying Corporate Bond issues.

    14. 225 IssueDateLocalMktDate

      Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

    15. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String

      (Deprecated, use UnderlyingSecurityType (310) )

    16. (Deprecated, use TerminationType (788) )

    17. 227 RepurchaseRatePercentage

      (Deprecated, use Price (44) )

    18. 228 Factorfloat

      For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

    19. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

    20. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

    21. A two-character state or province abbreviation.

    22. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

    23. 240 RedemptionDateLocalMktDate

      (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

    24. Used for derivatives, such as options and covered warrants

    25. Used for derivatives

    26. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

    27. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

    28. 223 CouponRatePercentage

      For Fixed Income.

    29. Can be used to identify the security.

    30. 106 IssuerString
    31. Must be set if EncodedIssuer field is specified and must immediately precede it.

    32. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

    33. Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

    34. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

    35. 691 PoolString

      Identifies MBS / ABS pool

    36. Must be present for MBS/TBA

    37. The program under which a commercial paper is issued

    38. 876 CPRegTypeString

      The registration type of a commercial paper issuance

    39. EvntGrpRepeating groupCount tag 864

      Number of repeating EventType group entries.

      1. 864 NoEventsGroup count
      2. 866 EventDateLocalMktDate
      3. 867 EventPxPrice
      4. 868 EventTextString
    40. 873 DatedDateLocalMktDate

      If different from IssueDate

    41. If different from IssueDate and DatedDate

  27. FinancingDetailsComponent
    1. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

    2. A common reference to the applicable standing agreement between the principals

    3. 915 AgreementDateLocalMktDate

      A reference to the date the underlying agreement was executed.

    4. Currency of the underlying agreement.

    5. For Repos the timing or method for terminating the agreement.

    6. 916 StartDateLocalMktDate

      Settlement date of the beginning of the deal

    7. 917 EndDateLocalMktDate

      Repayment / repurchase date

    8. Delivery or custody arrangement for the underlying securities

    9. 898 MarginRatioPercentage

      Percentage of cash value that underlying security collateral must meet.

  28. UndInstrmtGrpRepeating groupCount tag 711

    Number of underlyings

    1. 711 NoUnderlyingsGroup count
    2. UnderlyingInstrumentComponent
      1. UndSecAltIDGrpRepeating groupCount tag 457
      2. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String

        (Deprecated, not applicable/used for Repos)

      3. (Deprecated, not applicable/used for Repos)

      4. (Deprecated, not applicable/used for Repos)

      5. (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

      6. Specific to the <UnderlyingInstrument> (not in <Instrument>)

      7. Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

      8. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

      9. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

      10. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

      11. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

      12. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

      13. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

      14. UnderlyingStipulationsRepeating groupCount tag 887

        Specific to the <UnderlyingInstrument> (not in <Instrument>)

        1. 887 NoUnderlyingStipsGroup count
        2. Required if NoUnderlyingStips >0

  29. 54 SidecharRequired
  30. StipulationsRepeating groupCount tag 232
    1. 232 NoStipulationsGroup count
    2. Required if NoStipulations >0

  31. OrderQtyDataComponent

    **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.

    1. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

    2. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

    3. 516 OrderPercentPercentage

      For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

    4. For CIV - Optional

    5. For CIV - Optional

  32. 40 OrdTypechar
  33. 44 PricePrice

    Required if specified on the order

  34. 99 StopPxPrice

    Required if specified on the order

  35. PegInstructionsComponent
    1. Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

    2. Describes whether peg is static/fixed or floats

    3. Type of Peg Offset (e.g. price offset, tick offset etc)

    4. Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

    5. If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

    6. The scope of the "related to" price of the peg (e.g. local, global etc)

  36. DiscretionInstructionsComponent
    1. What the discretionary price is related to (e.g. primary price, display price etc)

    2. Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

    3. Describes whether discretion price is static/fixed or floats

    4. Type of Discretion Offset (e.g. price offset, tick offset etc)

    5. Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

    6. If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

    7. The scope of "related to" price of the discretion (e.g. local, global etc)

  37. The current price the order is pegged at

  38. The current discretionary price of the order

  39. The target strategy of the order

  40. For further specification of the TargetStrategy

  41. Mandatory for a TargetStrategy=Participate order and specifies the target participation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

  42. For communication of the performance of the order versus the target strategy

  43. 15 CurrencyCurrency
  44. Absence of this field indicates Day order

  45. 168 EffectiveTimeUTCTimestamp

    Time specified on the order at which the order should be considered valid

  46. 432 ExpireDateLocalMktDate

    Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

  47. 126 ExpireTimeUTCTimestamp

    Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

  48. 18 ExecInstMultipleValueString

    Can contain multiple instructions, space delimited.

  49. 529 OrderRestrictionsMultipleValueString
  50. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.

  51. 31 LastPxPrice

    Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

  52. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.

  53. Applicable for F/X orders

  54. 195 LastForwardPointsPriceOffset

    Applicable for F/X orders

  55. 30 LastMktExchange

    If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.

  56. 151 LeavesQtyQtyRequired

    Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

  57. 14 CumQtyQtyRequired

    Currently executed quantity for chain of orders.

  58. 6 AvgPxPriceRequired
  59. For GT orders on days following the day of the first trade.

  60. For GT orders on days following the day of the first trade.

  61. 426 DayAvgPxPrice

    For GT orders on days following the day of the first trade.

  62. States whether executions are booked out or accumulated on a partially filled GT order

  63. 75 TradeDateLocalMktDate

    Used when reporting other than current day trades.

  64. 60 TransactTimeUTCTimestamp

    Time the transaction represented by this ExecutionReport occurred

  65. CommissionDataComponent

    Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

    1. 479 CommCurrencyCurrency

      For CIV - Optional

    2. For CIV - Optional

  66. SpreadOrBenchmarkCurveDataComponent
    1. 218 SpreadPriceOffset

      For Fixed Income

    2. Must be present if BenchmarkPrice is used.

    3. The identifier of the benchmark security, e.g. Treasury against Corporate bond.

    4. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

  67. YieldDataComponent
    1. 235 YieldTypeString
    2. 236 YieldPercentage
    3. 701 YieldCalcDateLocalMktDate
  68. 230 ExDateLocalMktDate
  69. For fixed income products which pay lump-sum interest at maturity.

  70. For repurchase agreements the accrued interest on termination.

  71. For repurchase agreements the start (dirty) cash consideration

  72. For repurchase agreements the end (dirty) cash consideration

  73. 259 BasisFeatureDateLocalMktDate
  74. Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.

  75. Used to report results of forex accommodation trade

  76. Used to report results of forex accommodation trade

  77. Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

  78. Specifies whether the SettlCurrFxRate should be multiplied or divided

  79. For use in derivatives omnibus accounting

  80. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

  81. 58 TextString
  82. Must be set if EncodedText field is specified and must immediately precede it.

  83. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  84. 193 SettlDate2LocalMktDate

    Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.

  85. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.

  86. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of an F/X swap.

  87. Default is a single security if not specified.

  88. For CIV - Optional

  89. 513 RegistIDString

    Reference to Registration Instructions message for this Order.

  90. Supplementary registration information for this Order

  91. 483 TransBkdTimeUTCTimestamp

    For CIV - Optional

  92. 515 ExecValuationPointUTCTimestamp

    For CIV - Optional

  93. For CIV - Optional

  94. For CIV - Optional

  95. 639 PriceImprovementPriceOffset
  96. Applicable only on OrdStatus of Partial or Filled.

  97. ContAmtGrpRepeating groupCount tag 518

    Number of contract details in this message (number of repeating groups to follow)

    1. 518 NoContAmtsGroup count
    2. 521 ContAmtCurrCurrency
  98. InstrmtLegExecGrpRepeating groupCount tag 555

    Number of legs Identifies a Multi-leg Execution if present and non-zero.

    1. 555 NoLegsGroup count
    2. InstrumentLegComponent
      1. 600 LegSymbolString
      2. LegSecAltIDGrpRepeating groupCount tag 604
      3. 611 LegMaturityDateLocalMktDate
      4. 249 LegIssueDateLocalMktDate
      5. 250 LegRepoCollateralSecurityTypeDeprecated FIX.4.4String

        (Deprecated, not applicable/used for Repos)

      6. (Deprecated, not applicable/used for Repos)

      7. (Deprecated, not applicable/used for Repos)

      8. 254 LegRedemptionDateLocalMktDate

        (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

      9. 615 LegCouponRatePercentage
      10. 617 LegIssuerString
      11. Specific to the <InstrumentLeg> (not in <Instrument>)

      12. Specific to the <InstrumentLeg> (not in <Instrument>)

      13. 556 LegCurrencyCurrency

        Specific to the <InstrumentLeg> (not in <Instrument>)

      14. 740 LegPoolString

        Identifies MBS / ABS pool

      15. 739 LegDatedDateLocalMktDate
    3. LegStipulationsRepeating groupCount tag 683
      1. 683 NoLegStipulationsGroup count
      2. Required if NoLegStipulations >0

    4. NestedPartiesRepeating groupCount tag 539
      1. 539 NoNestedPartyIDsGroup count

        Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

      2. Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

      3. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

      4. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

      5. NstdPtysSubGrpRepeating groupCount tag 804

        Repeating group of NestedParty sub-identifiers.

    5. 654 LegRefIDString
    6. 566 LegPricePrice
    7. 588 LegSettlDateLocalMktDate
  99. MiscFeesGrpRepeating groupCount tag 136

    Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

    1. 136 NoMiscFeesGroup count
    2. 138 MiscFeeCurrCurrency
  100. StandardTrailerComponentRequired
    1. Required when trailer contains signature. Note: Not to be included within SecureData field

    2. Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)