Direct Edge Portal^sm

FIX Application Programming Interface (API) Specification

Date: 11/11/2009

Version: 2.46

This document contains information proprietary to Direct Edge ECN LLC and may not be reproduced, disclosed or used in whole or part without the express written consent of the Direct Edge ECN LLC.

© Direct Edge ECN LLC 2009

Table Of Contents

1.0 Data 3

1.1 General Criteria – Used in ALL FIX Messages 3

1.2 Message Types 3

1.3 Data Types – Used in All FIX Messages 3

2.0 General FIX Message Structure 4

2.1 Standard Header 4

2.2 Standard Trailer 4

3.0 Administrative Messages 5

3.1 Logon - From Client 5

3.2 Logon - Response From Direct Edge ECN^sm 5

3.3 HeartBeat - From Direct Edge ECN^sm and Client 5

3.4 TestRequest - From Direct Edge ECN^sm and Client 5

3.5 Resend - From Direct Edge ECN^sm and Client 6

3.6 Reject - From Direct Edge ECN^sm and Client 6

3.7 SequenceReset/GapFill - From Direct Edge ECN^sm and Client 6

3.8 Logout - From Direct Edge ECN^sm and Client 6

4.0 Order Entry Messages 7

4.1 New Order Single - From Client 7

4.2 Execution Report – GENERIC EXECUTION REPORT From Direct Edge ECN^sm 9

4.3 Execution Report - New Order or Cancel/Replace - From Direct Edge ECN^sm 11

4.4 Execution Report - Filling Status From Direct Edge ECN^sm 12

4.5 Execution Report - Order Status from Direct Edge ECN^sm 13

5.0 Order Cancel Messages 14

5.1 Order Cancel – From Client 14

5.2 Order Cancel Replace Request – From Client 14

5.3 Order Cancel Reject - From Direct Edge ECN^sm 14

6.0 Operational Sequence 16

6.1 Logon Process 16

6.2 Regular FIX Communications 16

6.3 Logout Process 16

6.4 Order Placement 17

6.5 Cancel / Replace Logic 17

6.6 NYSE and AMEX Listed Symbol Suffixes 18

7.0 Revision Changes 19

The most recent version of this API may be obtained on the Direct Edge ECN^sm Website:

http://www.directedgeecn.com

The Direct Edge ECN uses the FIX 4.2 protocol:

http://www.fixprotocol.org

The ECN website contains a complete overview of ECN Certification process. Direct Edge ECN^sm Certification Procedures are available online in the same section as the Direct Edge ECN^sm Portal API.

1.0 Data

1.1 General Criteria – Used in ALL FIX Messages

1. EDGA/ EDGX are insensitive to the client’s field orderings, except where dictated by the FIX Standard Header and Standard Trailer (see next Section).

2. EDGA / EDGX will order the FIX fields within the message in ascending order, except for the header and trailer.

1.2 Message Types

The Following FIX messages are understood by the system

0 = HeartBeat

1 = TestRequest

2 = ResendRequest

3 = Reject

4 = SequenceReset

5 = Logout

8 = ExecutionReport

9 = OrderCancelReject

A = Logon

D = NewOrderSingle

F = OrderCancelRequest
G = OrderCancelReplaceRequest

H = OrderStatusRequest

1.3 Data Types – Used in All FIX Messages

Type	Format	Example
Int	Integer	99999
Float	Numeric digits with optional decimal point and sign character. Accommodate at least 15 significant digits. Price restrictions are: Minimum Price Variant of 0.01 or 0.0001 (See RegNMS pricing). Quotes are rounded down or up for buys and sells respectively to the NASDAQ MPV of 0.01. Maximum Price is 99999.00. Minimum Price is 0.01 or 0.0001 (See RegNMS Pricing)	-2000.000000 -2000 -2000.
Qty	Quantity: see float (0 < Qty < 2,147,483,647)
Price	Price: see float (0 < Price < 99,999.00)
Price Offset	Price Offset: see float
Amt	Amount: see float
Char	Single Character.
Boolean	Single Character ‘Y’ or ‘N’
String	Case Sensitive Alphanumeric characters with no terminating character	EDGA / EDGX ZXZZT
UTC Date/Time	GMT Date/Time: YYYYMMDD-HH:MM:SS GMT Date/Time: YYYYMMDD-HH:MM:SS.sss	20011231-22:30:00 20011231-22:30:00.015
UTC Date	GMT Date: YYYYMMDD	20011231
UTC Time	GMT Time: HH:MM:SS	22:30:00

2.0 General FIX Message Structure

The Standard Header and Standard Trailer are required on all FIX messages. MsgType (FIX 35) is part of the header. These fields are REQUIRED to be in this order on the header and trailer.

2.1 Standard Header

TAG	FieldName	Contents	Comments
8	BeginString	FIX.4.2(.X)	Protocol Version, X is the ECN version number. The “.X” portion is optional and may be altered. Only on the “FIX.4.2” string should be depended upon.
9	BodyLength	99999	Length of Message Body
35	MsgType	Accepted Message Types	0 = HeartBeat 1 = TestRequest 2 = ResendRequest 3 = Reject 4 = SequenceReset 5 = Logout 8 = ExecutionReport 9 = OrderCancelReject A = Logon D = NewOrderSingle F = OrderCancelRequest G = OrderCancelReplaceRequest H = OrderStatusRequest
49	SenderCompID	MMID, EDGA / EDGX	Sender Company ID (MMID of message sender)
56	TargetCompID	EDGA / EDGX, MMID	Target Company ID (MMID of message receiver)
34	MsgSeqNum		Message Sequence Number (Resets to 1 at the start of each trading day)
115*	OnBehalfOfCompID	MMID	“On Behalf Of” Company MMID (required from Service Bureau Client. MMID of original client)
128*	DeliverToCompID	MMID	“Deliver To” Company MMID (sent by DIRECT EDGE to Service Bureau, MMID of original client)
50*	SenderSubID	MMID1	Sender Sub ID (required from client only on Logon Messages)
57*	TargetSubID	MMID1	Target Sub ID (sent by DIRECT EDGE on Logon Response Messages)
43*	PossDupFlag		Indicates possible retransmission of this seq num. 43=N is the default if field is omitted, and 43=N should not be sent on all messages.
97*	PossResend		Indicates possible retransmission of msg under a New sequence number. 97=N is the default if filed is omitted, and 97=N should not be sent on all messages.
52	SendingTime		GMT Date/Time Message was sent

2.2 Standard Trailer

TAG	FieldName		Contents	Comments
10		CheckSum			Integer byte count of message length without the CheckSum field

* = Optional.

3.0 Administrative Messages

3.1 Logon - From Client

TAG	FieldName	Contents	Comments
35	MsgType	A	(Contained in header)
95	RawDataLength	String[20]	Length of RawData
96	RawData	Password	Password for username SenderSubID
98	EncryptMethod	0	None
108	HeartBtInt		Client Hearbeat Interval (In seconds)

3.2 Logon - Response From Direct Edge ECN^sm

TAG	FieldName	Contents	Comments
35	MsgType	A	(Contained in header)
98	EncryptMethod	0	None
108	HeartBtInt	60	DIRECT EDGE ECN Heartbeat Interval is 60 seconds. Clients should use a 60 second Heartbeat Interval.

3.3 HeartBeat - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	0	(Contained in header)
112*	TestReqID		Required in response to a Test Request

3.4 TestRequest - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	1	(Contained in header)
112	TestReqID		Auto-Generated Request ID

* = Optional.

3.5 Resend - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	2	(Contained in header)
7	BeginSeqNo
16	EndSeqNo		0 means +infinity

3.6 Reject - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	3	(Contained in header)
45	RefSeqNum		MsgSeqNo of Rejected Message
371*	RefTagID
372*	RefMsgType
373*	SessionRejectReason
58*	Text

3.7 SequenceReset/GapFill - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	4	(Contained in header)
36	NewSeqNo		Next expected Sequence Number
123*	GapFillFlag	‘Y’ or ‘N’ (‘Y’ is required)	The use of ‘Y’ is required for common resequencing. ‘N’ is not recommended, and should only be used in emergency situations that require manual intervention. ‘N’ causes the SeqNo of the SequenceReset message to be ignored, creating a high possibility of message loss.

3.8 Logout - From Direct Edge ECN^sm and Client

TAG	FieldName	Contents	Comments
35	MsgType	5	(Contained in header)
58*	Text		Indicates reason for logout

* = Optional.

4.0 Order Entry Messages

4.1 New Order Single - From Client

TAG	FieldName	Contents	Comments
35	MsgType	D	(Contained in header)
11	ClOrdID	Client ID	Client Order ID Alphanumeric and Unique within a trading day. ‘:’ character can not be used. Validation is case insensitive, so reusing an ID differing in case only will cause a rejection. ClOrdID is case sensitive, so the same case must be used to cancel an order. 20 chars maximum length.
1*	Account	Account ID	Sent by client, and returned to client on all Execution reports for this order. 20 chars maximum length.
21	HandlInst	1	Private AutoEx
38	OrderQty		# of shares
210*	MaxShow	>=0	Maximum number of shares to display on Level 2. The remaining shares are hidden. MaxShow must be a round lot.
111*	MaxFloor	>=0	Maximum number of shares to display on Level 2. The remaining shares are hidden. MaxFloor must be a round lot. (Will be returned in the MaxShow field on Execution Reports)
110*	MinQty		Minimum trade quantity. Can only be sent on non-routable hidden orders (MaxShow=0, MaxFloor=0, DisplayInstruction=N) or non-routable IOC orders. MinQty must be >0 and <=OrderQty
44	Price		See Data Types for Maximum Precision
54	Side		1 = Buy 2 = Sell 5 = Sell Short (customer confirms affirmative determination)
55	Symbol		Valid Ticker Symbol. Spaces and special characters are not accepted. 5 chars maximum length.
65*	SymbolSfx		Symbol Suffix for NYSE Listed Securities in CMS format. 5 chars maximum length.
9215*	LiqProvOnly	Single character	Liquidity Provider Flag. N = Add or Remove Liquidity (Default If Unspecified) Y = Add Liquidity only S = Super Aggressive Cross Lock. Order will be removed from the book and routed out to any market participant’s quote crossing or locking the order. X = Super Aggressive Cross. Order will be removed from the book and routed out to any market participant’s quote crossing the order.
40	OrdType		1 = Market (Market orders supported only during market hours or NOOP) 2 = Limit P = Pegged
59*	TimeInForce		0 = Day, Good through normal Market Hours. (Limit Order Activates at 9:30 ET, Times Out at 16:00 ET) (Default if Unspecified) 1 = GTC, Good from pre market through after Market Hours session, until EDGA / EDGX closes. (Non-Holiday: 08:00 - 20:00 ET, then Timeout) 3 = Immediate Or Cancel 6 = GTD / GTT, Good Till Date / Time (Date/Time must be specified in field 126)
126*	ExpireTime	GMT Date / Time of Order Expiration	The Date and Time of order expiration.  Conditionally Required if TimeInForce = GTD / GTT. Valid FIX UTC Date/Time field should have today's date and a time within trading hours.
47*	Rule80A	Single Character	This is Used for Specifying Order Capacity. A = Agency (Default if Unspecified) P = Principal R = Riskless Principal
18*	ExecInst	Single Character Execution Instruction	n = Non-routable orders will not “auto peg” if order would cross/lock the market f = ISO Order (Intermarket Sweep Order, must be Limit or Market Order) o = NOOP eligible (Nasdaq or NYSE Opening Cross). Market or Limit order must be sent by 09:27:59 ET, otherwise the NOOP instruction will be ignored - all other order terms will remain in effect. For pegged orders: P = Market Peg (Pegged to Opposite Side), R = Primary Peg (Pegged to Same Side) , M = Mid-price Peg (midprice of inside quote) h = Hide Not Slide eligible; if locking or crossing the NBBO, order will be adjusted to post as follows: · Hidden orders will be booked at the locking price. · Displayed orders will be displayed at a compliant price (1 tick worse than the NBBO) and also be booked as hidden at the locking price.
198 *	SecondaryOrderID	Secondary OrderID	Sent by client, and returned to client on all Execution reports for this order. 12 chars maximum length.
60*	TransactTime		Time Order was Initiated
76*	ExecBroker	Four character Routing Strategy	- External Routing is supported on EDGA and EDGX. - NYSE, AMEX, and OTC orders are routable by default with ROUT. EDGA = Order will execute internally within EDGA only. (For EDGA only) EDGX = Order will execute internally within EDGX only. (For EDGX only) ROUC = Sweeps book, IOI and non-IOI destinations, BX, DOT then reposts to EDGX; Must have a Limit price or order will reject. Cost Effective routing strategy ROUD = Marketable orders are routed to non-IOI dark destinations but will not be routed to displayed liquidity ROUE = Marketable orders are eligible to be routed externally to all destinations except IOI destinations. ROUT = Marketable orders are eligible to be routed externally to all destinations. ROUX = Marketable orders are eligible to be routed to displayed external liquidity but will not be routed to any IOI destinations. ROUZ = Marketable orders will be routed to IOI destinations but will not be routed to displayed liquidity. ROUQ = Marketable orders will be routed to IOI destinations for a shortened time period but will not be routed to displayed liquidity. RDOT = Order is DOT routing eligible. Will be eligible to be routed to all destinations. (Listed only) RDOX = Order is DOT routing eligible. Will not be eligible to be routed to any IOI destinations. Will not route externally via DOT. (Listed only) ROPA = Sweep book and Route to NYSE ARCA as IOC ROBA = Sweep book and Route to BATS as IOC ROBX = Sweep book and Route to Nasdaq BX as IOC ROIS = Sweep book and Route to ISE as IOC ROLF = Sweep book and Routes to FLOW as IOC or DAY (depending on original order’s TIF) INET = Post on INET book (Order rejected if AddLiquidity=Y or OrdType=P) IOCT = Orders are eligible to be routed to IOI destinations and then to EDGA (for EDGX orders) or to EDGX (for EDGA orders). Order must be a Limit IOC. IOCX = Orders are eligible to be routed to EDGA (for orders entered on EDGX) or to EDGX (for orders entered on EDGA). Order must be a Limit IOC. - Directed IOC ISO orders must have ExecInst=f and TIF=IOC. ISAM = IOC ISO order routed to AMEX as ISO ISPA = IOC ISO order routed to ARCA as ISO ISBA = IOC ISO order routed to BATS as ISO ISBX = IOC ISO order routed to Nasdaq BX as ISO ISCB = IOC ISO order routed to CBOE as ISO ISCX = IOC ISO order routed to CHSX as ISO ISCN = IOC ISO order routed to NSX as ISO ISGA = IOC ISO order routed to EDGA as ISO ISGX = IOC ISO order routed to EDGX as ISO ISIS = IOC ISO order routed to ISE as ISO ISLF = IOC ISO order routed to LavaFlow as ISO ISNQ = IOC ISO order routed to Nasdaq as ISO ISNY = IOC ISO order routed to NYSE as ISO ISPX = IOC ISO order routed to PHLX as ISO ISTR = IOC ISO order routed to TRAC as ISO
211*	PegDifference		Difference (signed) added to “base” peg price. Added to Market Offer on Peg Market Buys and Peg Primary Sells. Added to Market Bid on Peg Primary Buys and Peg Market Sells. Default value is 0.00
9140*	DisplayInstruction	Single Character	Y=Display (Default If Unspecified) N=Hidden. Equivalent to MaxShow=0 or MaxFloor=0. Field is not returned on Execution Reports. Cancel Replace of this field not supported.
114*	LocateReqd	Single Character	N=Client does not request stock location. (Default If Unspecified) Y=Client requests ECN to locate stock. All orders with LocateReqd=Y will be rejected by the ECN, regardless of Side.

* = Optional.

4.2 Execution Report – GENERIC EXECUTION REPORT From Direct Edge ECN^sm

All possible fields that could be sent to the Client in an Execution Report. Not all fields are sent on all messages. Extra fields on all FIX messages should be ignored. The presence of fields beyond this API should not cause message rejects. New fields may be added to the API, and unnecessary fields may be removed from the API.

TAG	FieldName	Contents	Comments
35	MsgType	8	(Contained in header)
11	ClOrdID	Client ID	See “4.1 New Order Single” for specs.
37	OrderID	ECN OrderId	Exchange Generated OrderID In response to a Cancel Request: OrderId of the Original order 20 chars maximum length.
41	OrigClOrdID	ClOrdId	In response to a Cancel Request: Original ClOrdID of the Initial Order. See “4.1 New Order Single” for specs, ClOrdID field.
17	ExecID	ECN Execution ID	21 chars maximum length. “None” on an Execution Report for a new order.
20	ExecTransType	Execution Report Type	0 = New 1 = Cancel 3 = Status
150	ExecType	Execution Type	0 = New 1 = Partial Fill 2 = Fill 3 = Done For Day 4 = Canceled 5 = Replace 6 = Pending Cancel 8 = Rejected A = Pending New C = Expired E = Pending Replace
39	OrdStatus	Current Order Status	0 = New 1 = Partially Filled 2 = Filled 3 = Done For Day 4 = Canceled 5 = Replaced 6 = Pending Cancel 8 = Rejected A = Pending New C = Expired E = Pending Replace
103	OrdRejReason	Order Reject Reason	0 = BrokerOption 1 = UnknownSymbol 2 = ExchangeClosed 3 = OrderExceedsLimit 4 = TooLateToEnter 5 = UnknownOrder 6 = DuplicateOrder 8 = StaleOrder
1*	Account	Account ID	Sent by client, and returned to client on all Execution reports for this order. See “4.1 New Order Single” for specs.
55	Symbol		See “4.1 New Order Single” for specs.
65*	SymbolSfx		See “4.1 New Order Single” for specs.
54	Side		See “4.1 New Order Single” for specs.
38	OrderQty		Order Quantity
210	MaxShow		See “4.1 New Order Single” for specs. MaxFloor and DisplayInstruction are not returned.
110*	MinQty		See “4.1 New Order Single” for specs.
40	OrdType		1 = Market 2 = Limit P = Pegged
44	Price		Limit Price specified For Hidden orders maked ExecInst[18] = h the orginal booked (locking) price is returned. For Displayed orders maked ExecInst[18] = h displayed (compliant) price is returned
59	TimeInForce		See “4.1 New Order Single” for specs.
126	ExpireTime	GMT Date / Time of Order Expiration	See “4.1 New Order Single” for specs.
151	LeavesQty		0 for canceled, done for day, expired or rejected. Otherwise it is OrderQty-CumQty
14	CumQty		Total Quantity Filled
6	AvgPx	0.0	Average Execution Price for all executions on the order and previous cancel replaced orders. Sent for all ExecType and OrderStatuses. 0.0 when ExecType=NEW and OrderStatus=NEW.
31	LastPx	ExePrice	Executed Price
32	LastShares	ExeQty	Executed Shares or Cancelled Shares
9882	AddLiq	Single character Liquidity Flag	V – Execution added liquidity (Tape A) B – Execution added liquidity (Tape B) Y – Execution added liquidity (Tape C) P – Execution added liquidity to EDGX using ROUC strategy W – Execution removed liquidity (Tape A) N – Execution removed liquidity (Tape B / C) X – Route to External Venue (Tape A/ B / C) I – Routed to EDGA (for EDGX orders) or to EDGX (for EDGA orders) Z – Route to an IOI destination (Tape A / B / C, ROUZ ExecBroker only) D – Listed Route removing liquidity from NYSE DOT (Tape A) R – Re-Routed via Routing Destination (Tape A / B / C) F – Listed Route adding liquidity to NYSE DOT (Tape A) E – Internal Match (Tape A / B / C, Add and Remove MMIDs are the same) H – Execution added/removed liquidity from Hidden order (Tape A / B / C, EDGA only) A – Execution added liquidity to INET book (Tape A / B / C) S – Execution for an ISO order routed externally as ISO ( Tape A / B / C) O – Routed to the Nasdaq Opening Cross (Tape C) Q - Routed using ROUQ strategy (IOI ELP only; All Tapes); Or, using ROUC strategy for executions at ‘inexpensive’ destinations T – Routed to a non-IOI dark destination J – Routed to Nasdaq (Tape A & C only ) L – Routed to Nasdaq using INET strategy (Tape A & C Only) 2 – Routed to Nasdaq using INET strategy (Tape B Only) K – Routed to BATS using ROBA strategy C – Routed to Nasdaq BX (Tape A & C only) G – Routed to Arca (Tapes A & C only), Removes liquidity M – Routed to LavaFlow, Added Liquidity U – Routed to LavaFlow, Removes Liquidity 3 – Added, Tapes A & C during Pre/Post Market session(s) 4 – Added, Tape B during Pre/Post Market session(s) 5 – Internal Match during Pre/Post session(s) 6 – Removed, All Tapes during Pre/Post Market session(s) 7 – Routed (All Tapes) during Pre/Post Market session(s)
9215	LiqProvOnly	Single Char	See “4.1 New Order Single” for specs.
382	NoContraBrokers	1
375	ContraBroker	Contra MMID
437	ContraTradeQty		Same as LastShares
438	ContraTradeTime		Same as transact time
47	Rule80A	Single Character	This is Used for Specifying Order Capacity. A = Agency (Default if Unspecified) P = Principal R = Riskless Principal
18*	ExecInst	Single Character Execution Instruction	Optional field. See “4.1 New Order Single” for specs.
211*	PegDifference		Optional field. See “4.1 New Order Single” for specs.
58	Text		Rejection reason
198 *	SecondaryOrderID	Secondary OrderID	Sent by client, and returned to client on all Execution reports for this order. 12 chars maximum length.
60	TransactTime		Time Order was Initiated
76*	ExecBroker	Four character Routing Strategy	Routing strategy sent on New Order is returned. Will be returned for any orders that route by default. See “4.1 New Order Single” for specs.

* = Optional.

4.3 Execution Report - New Order or Cancel/Replace - From Direct Edge ECN^sm

Generated As a result of a New Order Placement or Cancel/Replace Request Placement

TAG	FieldName	Contents	Comments
35	MsgType	8	(Contained in header)
11	ClOrdID	Client ID	See “4.1 New Order Single” for specs.
37	OrderID	ECN OrderId	See “4.2 Execution Report” for specs.
17	ExecID	“None”	See “4.2 Execution Report” for specs.
20	ExecTransType	0	0 = New
150	ExecType	0	0 = New 5 = Replace 8 = Rejected C = Expired E = Pending Replace
39	OrdStatus	Current Order Status	0 = New 5 = Replaced 8 = Rejected C = Expired E = Pending Replace
103*	OrdRejReason	Rejection Reason	0 = BrokerOption 1 = UnknownSymbol 2 = ExchangeClosed 3 = OrderExceedsLimit 4 = TooLateToEnter 5 = UnknownOrder 6 = DuplicateOrder 8 = StaleOrder
1*	Account	Account ID	See “4.1 New Order Single” for specs.
55	Symbol		See “4.1 New Order Single” for specs.
65*	SymbolSfx		See “4.1 New Order Single” for specs.
54	Side		See “4.1 New Order Single” for specs.
38	OrderQty		Order Quantity
210*	MaxShow		See “4.1 New Order Single” for specs. MaxFloor and DisplayInstruction are not returned.
110*	MinQty		See “4.1 New Order Single” for specs.
40	OrdType		1 = Market 2 = Limit P = Pegged
44	Price		Limit Price specified For Hidden orders maked ExecInst[18] = h the orginal booked (locking) price is returned. For Displayed orders maked ExecInst[18] = h displayed (compliant) price is returned
59*	TimeInForce		See “4.2 Execution Report” for specs.
126*	ExpireTime	GMT Date / Time of Order Expiration	See “4.2 Execution Report” for specs.
151	LeavesQty		0 for canceled, expired, or rejected
14	CumQty		Total Quantity Filled
6	AvgPx	0.0	See “4.2 Execution Report” for specs.
31	LastPx	ExePrice	Executed Price
32	LastShares	ExeQty	Executed Shares
9215*	LiqProvOnly	Single Char	See “4.1 New Order Single” for specs.
47*	Rule80A	Single Character	This is Used for Specifying Order Capacity. A = Agency (Default if Unspecified) P = Principal R = Riskless Principal
18*	ExecInst	Single Character Execution Instruction	Optional field. See “4.1 New Order Single” for specs.
211*	PegDifference		Optional field. See “4.1 New Order Single” for specs.
58*	Text		Textual description - rejection reason
198 *	SecondaryOrderID	Secondary OrderID	Sent by client, and returned to client on all Execution reports for this order. 12 chars maximum length.
60	TransactTime		GMT Date/Time of Execution
76*	ExecBroker	Four character Routing Strategy	Routing strategy sent on New Order is returned. Will be returned for any orders that route by default. See “4.1 New Order Single” for specs.

* = Optional.

4.4 Execution Report - Filling Status From Direct Edge ECN^sm

TAG		FieldName	Contents	Comments
35		MsgType	8	(Contained in header)
11		ClOrdID	Client ID	See “4.1 New Order Single” for specs. In response to a Cancel Request: ClOrdId of the Cancel Request In response to a Manual EDGA / EDGX Cancel: ClOrdId of the Original order
37		OrderID	ECN OrderId	See “4.2 Execution Report” for specs.
41*		OrigClOrdID	ClOrdID of Order	See “4.2 Execution Report” for specs.
17		ExecID	ECN Execution ID	See “4.2 Execution Report” for specs.
20		ExecTransType	0	0 = New
150		ExecType	Execution Type	0 = New 1 = Partial Fill 2 = Fill 3 = Done For Day 4 = Canceled 5 = Replace 6 = Pending Cancel 8 = Rejected A = Pending New C = Expired E = Pending Replace
39		OrdStatus	Current Order Status	1 = Partially Filled 2 = Filled 3 = Done For Day 4 = Canceled 5 = Replaced C = Expired E = Pending Replace
1*		Account	Account ID	Sent by client, and returned to client on all Execution reports for this order. 20 chars maximum length.
55	Symbol			See “4.1 New Order Single” for specs.
65*	SymbolSfx			See “4.1 New Order Single” for specs.
54		Side		See “4.1 New Order Single” for specs.
38		OrderQty		Order Quantity
210*		MaxShow		See “4.1 New Order Single” for specs. MaxFloor and DisplayInstruction are not returned.
110*		MinQty		See “4.1 New Order Single” for specs.
40		OrdType		1 = Market 2 = Limit P = Pegged
44		Price		Limit Price specified For Hidden orders maked ExecInst[18] = h the orginal booked (locking) price is returned. For Displayed orders maked ExecInst[18] = h displayed (compliant) price is returned