Execution reports - Vero OMS Docs

The service reports order acceptance, rejection, fills, cancellation, amendment, and pending states with ExecutionReport (35=8). Cancel and replace failures are reported with OrderCancelReject (35=9).

Response mapping

Client request or event	Response
`NewOrderSingle (35=D)` accepted	`ExecutionReport (35=8)`, `OrdStatus (39)=0`, `ExecType (150)=0`.
`NewOrderSingle (35=D)` rejected	`ExecutionReport (35=8)`, `OrdStatus (39)=8`, `ExecType (150)=8`.
Cancel request accepted	`ExecutionReport (35=8)`, `OrdStatus (39)=6`, `ExecType (150)=6`.
Cancel succeeds	`ExecutionReport (35=8)`, `OrdStatus (39)=4`, `ExecType (150)=4`.
Cancel rejected	`OrderCancelReject (35=9)`.
Replace request accepted	`ExecutionReport (35=8)`, `OrdStatus (39)=E`, `ExecType (150)=E`.
Replace succeeds	`ExecutionReport (35=8)`, `ExecType (150)=5`.
Replace rejected	`OrderCancelReject (35=9)`.
Partial fill	`ExecutionReport (35=8)`, `OrdStatus (39)=1`, `ExecType (150)=1`.
Full fill	`ExecutionReport (35=8)`, `OrdStatus (39)=2`, `ExecType (150)=2`.
Order cancelled by another authorized channel	`ExecutionReport (35=8)`, `OrdStatus (39)=4`, `ExecType (150)=4`.
Order amended by another authorized channel	`ExecutionReport (35=8)`, `ExecType (150)=5`.

When cross-channel reporting is enabled for your session, orders placed through another authorized channel may generate ExecutionReport (35=8) messages on the FIX session. Subsequent order lifecycle events use the same response mapping.

ExecutionReport fields

Tag	Name	Req	Type	Description
`37`	`OrderID`	Y	String	Service-assigned order identifier.
`11`	`ClOrdID`	Y	String	Client order identifier for the order or request.
`17`	`ExecID`	Y	String	Unique execution report identifier.
`150`	`ExecType`	Y	Char	Execution event type.
`39`	`OrdStatus`	Y	Char	Current order status.
`20`	`ExecTransType`	N	Char	FIX 4.2 execution transaction type when provided.
`1`	`Account`	N	String	Trading account number.
`55`	`Symbol`	Y	String	Symbol code.
`54`	`Side`	Y	Char	Order side. Use `1=Buy` or `2=Sell`.
`38`	`OrderQty`	Y	Qty	Order quantity.
`44`	`Price`	N	Price	Order price. Required for limit-price reporting when applicable.
`59`	`TimeInForce`	N	Char	Order validity.
`151`	`LeavesQty`	Y	Qty	Open quantity. Normally `OrderQty (38) - CumQty (14)`. Use `0` for cancelled, rejected, or otherwise inactive orders.
`14`	`CumQty`	Y	Qty	Cumulative matched quantity. Use `0` for a newly accepted order with no fills.
`6`	`AvgPx`	Y	Price	Average matched price. Use `0` when there are no fills.
`60`	`TransactTime`	Y	UTCTimestamp	Time of the reported event.
`58`	`Text`	N	String	Rejection detail, cancellation detail, or other report text.

Common status and execution values

Value	`OrdStatus (39)`	`ExecType (150)`
`0`	New	New
`1`	Partially filled	Partial fill
`2`	Filled	Fill
`4`	Canceled	Canceled
`5`	Replaced status when applicable	Replaced
`6`	Pending cancel	Pending cancel
`8`	Rejected	Rejected
`A`	Pending new	Pending new
`E`	Pending replace	Pending replace

OrderCancelReject fields

Tag	Name	Req	Type	Description
`37`	`OrderID`	Y	String	Service-assigned order identifier when known.
`11`	`ClOrdID`	Y	String	Client identifier of the cancel or replace request.
`41`	`OrigClOrdID`	Y	String	Client identifier of the original order.
`39`	`OrdStatus`	Y	Char	Current status of the target order.
`1`	`Account`	N	String	Trading account number.
`58`	`Text`	N	String	Rejection detail.
`434`	`CxlRejResponseTo`	Y	Char	Request type being rejected. Use `1=OrderCancelRequest` or `2=OrderCancelReplaceRequest`.
`102`	`CxlRejReason`	N	Int	Cancel or replace rejection code when provided.

MTL report sequences

MTL outcome	Report sequence
Partial fill with remaining quantity	`New (39=0, 150=0)` then `Partial fill (39=1, 150=1)` then `Replaced (39=1, 150=5)` to report the remaining order as limit.
Full fill	`New (39=0, 150=0)` then `Fill (39=2, 150=2)`.
No available contra order	`New (39=0, 150=0)` then `Canceled (39=4, 150=4)`.