Overview
The <FillsGrp> specifies the partial fills included in an Execution Report (8).
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| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 1362 | NoFills | NUMINGROUP | C Sent when an order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market,” or when itemizing leg fills from a single summary fill received from the exchange. Sent when tag 1362 > 0. | Number of partial fills included in this Execution Report |
| 1363 | FillExecID | STRING | C Sent when tag 1362 > 0 | Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID). |
| 1364 | FillPx | PRICE | C Sent when tag 1362 > 0 | Price of this partial fill |
| 1365 | FillQty | QTY | C Sent when tag 1362 > 0 | Quantity (e.g. shares) bought or sold in this partial fill |
| 16118 | FillTradingVenueRegulatoryTradeID | STRING | C Sent if available when tag 1362 > 0 | Trading Venue transaction identification code Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent. Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent. |
| 16119 | FillLastLiquidityIndicator | INT | N | Whether this fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this FillsGrp repeating group. Possible values:
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