FIX data structure & message format
Order Status
| Order Status | Description |
| Done for Day | Order did not fully or partially filled; no further executions are pending for the trading day |
| Filled | Order completely filled; no remaining quantity |
| Suspended | Order has been placed in suspended state at the request of the client |
| Canceled | Canceled order with or without executions |
| Expired | Order has been canceled in broker’s system due to order validity (Time In Force) instructions |
| Partially Filled | Outstanding order with executions and remaining quantity |
| Replaced | Replaced order with or without executions |
| New | Outstanding order with no executions |
| Rejected | Order has been rejected by broker. NOTE: An order can be rejected subsequent to order acknowledgment, i.e., an order can pass from New to Rejected status |
| Pending New | Order has been received by brokers system but not yet accepted for execution. An execution message with this status will only be sent in response to a Status Request message. |
| Accepted | Order has been received and is being evaluated for pricing |
Important Fields
| Field | Description |
| ClOrderId | Unique key of an order requested by client |
| OrderId | Unique key generated by broker/exchange for an order |
| ExecID | Unique key of each execution report message |
| Account | Account number on which order was placed |
| OrdType | Type of Order e.g. Market, Limit |
| Price | Ordered Price specified to buy or sell |
| Side | Side of an order (buy or Sell) |
| Symbol | Symbol name of instrument on which order placed |
| SecurityId | InstrumentID |
| LastPx | Orderd executed on this price |
| LastQty | Traded quantity in each fill |
| LeavesQty | Remaining Qty of an order. It is zero when order is fully filled |
| CumQty | Total Traded Quantity |
