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Examples

​Execution Reports

The following section contains examples of execution reports.

Notes:

  • Explanatory notes about the execution report fields are provided after each example. Additional information about the fields can be found in the Execution Report <8> documentation and here.
  • Gemini associates the following OrdStatus <39> outcomes with each supported ExecType <150>:
ExecType<150>OrdStatus<39>
0 = New0 = New
1 = Partially filled
2 = Filled
8 = Rejected
F = Trade1 = Partially filled
2 = Filled
4 = Canceled4 = Canceled
8 = Rejected8 = Rejected

​Execution Reports

​New Order

This is an example of an Execution Report <8> in response to TRADEBOTOE002's New Order Single <D>:

RAW
8=FIX.4.4|9=195|35=8|34=2|49=GEMINI|52=20180425-17:56:42.071|56=TRADEBOTOE002|6=0|11=iWM60sx3dreT9N9yEE|14=0|17=335278099|37=335278098|38=1|39=0|44=10000|54=1|55=BTCUSD|59=1|60=20180425-17:56:42.071|150=0|151=1|10=163|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 195
       34                     MsgSeqNum: 2
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:56:42.071
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 0
       11                       ClOrdID: iWM60sx3dreT9N9yEE
       14                        CumQty: 0
       17                        ExecID: 335278099
       37                       OrderID: 335278098
       38                      OrderQty: 1
       39                     OrdStatus: NEW (0)
       44                         Price: 10000
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       59                   TimeInForce: GOOD_TILL_CANCEL (1)
       60                  TransactTime: 20180425-17:56:42.071
      150                      ExecType: NEW (0)
      151                     LeavesQty: 1
TRAILER
       10                      CheckSum: 163
txt

Notes:

  • AvgPx: 0 is the avg price of all fills on the order. Given that this is a new order execution report, there are no fills to average.
  • ClOrdID: iWM60sx3dreT9N9yEE is a unique request identifier assigned by TRADEBOTOE002 in the ClOrdID <11> field in the original New Order Single <D>.
  • CumQty: 0 is the total quantity filled. Again, given that this is a new order execution report, there are no fills.
  • ExecID: 335278099 is an order acceptance event id assigned by Gemini; see Identifiers
  • ExecType: NEW (0) indicates that this execution report is for a new order.
  • LeavesQty: 1 represents the quantity left open for execution. In a new order, this should equal OrderQty <38>.
  • OrderID: 335278098 is a globally unique order event id assigned by Gemini at the time the order is submitted.
  • OrderQty: 1 represents the number of BTC ordered.
  • OrdStatus: NEW (0) indicates that the order's status is new.
  • Price: 10000 is the price denominated in USD (the price currency). See Understanding price and quantity for further explanation of price currency vs quantity currency.
  • StopPx: Not shown in this example. Same format as Price Required for a OrdType <40> is 4 = Stop Limit order entry ACK.
  • Side: BUY (1) refers to the side of the order.
  • Symbol: BTCUSD is the symbol name. See Supported Symbols for a list of valid symbols and an explanation of which currencies price and quantities fields are denominated in.
  • TimeInForce: GOOD_TILL_CANCEL (1) specifies that the new order is GTC.
  • TransactTime: 20180425-17:56:42.071 is the time when the order was created.

​Stop Trigger

This is an example of an Execution Report <8> for a stop trigger message. This will only show up for a OrdType <40> is 4 = Stop Limit order once a trigger event occurs, and doubles as an order ack for the newly created child limit order.

RAW
8=FIX.4.4|9=190|35=8|34=5|49=GEMINI|52=20191105-21:16:55.970|56=TRADEBOTOE003|6=0|11=qCBPcHUu8w1|14=0|17=366449739|37=366449738|38=3|39=0|44=6409.65|54=1|55=BTCUSD|59=1|60=20191105-21:16:55.930|150=0|151=3|10=223|

HEADER
        8                                       BeginString: FIX.4.4
        9                                        BodyLength: 190
       34                                         MsgSeqNum: 5
       35                                           MsgType: ExecutionReport (8)
       49                                      SenderCompID: GEMINI
       52                                       SendingTime: 20191105-21:16:55.970
       56                                      TargetCompID: TRADEBOTOE003
BODY
        6                                             AvgPx: 0
       11                                           ClOrdID: qCBPcHUu8w1
       14                                            CumQty: 0
       17                                            ExecID: 366449739
       37                                           OrderID: 366449738
       38                                          OrderQty: 3
       39                                         OrdStatus: NEW (0)
       44                                             Price: 6409.65
       54                                              Side: BUY (1)
       55                                            Symbol: BTCUSD
       59                                       TimeInForce: GOOD_TILL_CANCEL (1)
       60                                      TransactTime: 20191105-21:16:55.930
      150                                          ExecType: NEW (0)
      151                                         LeavesQty: 3
TRAILER
       10                                          CheckSum: 223
txt

Notes:

  • AvgPx: 0 is the avg price of all fills on the order. Given that this is a new order execution report, there are no fills to average.
  • ClOrdID: qCBPcHUu8w1 is a unique request identifier assigned by `TRADEBOTOE003.
  • CumQty: 0 is the total quantity filled. Again, given that this is a new order execution report for the child limit order, there are no fills.
  • ExecID: 366449739 is an order acceptance event id assigned by Gemini; see Identifiers
  • ExecType: NEW (0) indicates that this execution report is for a new order.
  • LeavesQty: 3 represents the quantity left open for execution. In a new order, this should equal OrderQty <38>.
  • OrderID: 366449738 is a globally unique order event id assigned by Gemini at the time the stop order triggers.
  • OrderQty: 3 represents the number of BTC ordered.
  • OrdStatus: NEW (0) indicates that the order's status is new.
  • Price: 6409.65 is the price denominated in USD (the price currency). See Understanding price and quantity for further explanation of price currency vs quantity currency.
  • Side: BUY (1) refers to the side of the order.
  • Symbol: BTCUSD is the symbol name. See Supported Symbols for a list of valid symbols and an explanation of which currencies price and quantities fields are denominated in.
  • TimeInForce: GOOD_TILL_CANCEL (1) specifies that the new order is GTC.
  • TransactTime: 20191105-21:16:55.930 is the time when the order was created.

​Fill

In this scenario, TRADEBOTOE002's order fills at 8400.00. In this case, TRADEBOTOE002 is on the taker side and pays the base fee of 100bps (1.00%). This is an example of an associated execution report:

RAW
8=FIX.4.4|9=248|35=8|34=3|49=GEMINI|52=20180516-22:03:10.031|56=TRADEBOTOE002|6=8400.00|11=af9hLHqlLYAYb3ErKJ|12=8.400000|13=3|14=1|17=336157291|31=8400.00|32=1|37=336157289|38=1|39=2|44=10000|54=1|55=BTCUSD|59=1|60=20180516-22:03:10.030|150=F|151=0|479=USD|851=2|10=116|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 248
       34                     MsgSeqNum: 3
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180516-22:03:10.031
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 8400.00
       11                       ClOrdID: af9hLHqlLYAYb3ErKJ
       12                    Commission: 8.400000
       13                      CommType: ABSOLUTE (3)
       14                        CumQty: 1
       17                        ExecID: 336157291
       31                        LastPx: 8400.00
       32                       LastQty: 1
       37                       OrderID: 336157289
       38                      OrderQty: 1
       39                     OrdStatus: FILLED (2)
       44                         Price: 10000
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       59                   TimeInForce: GOOD_TILL_CANCEL (1)
       60                  TransactTime: 20180516-22:03:10.030
      150                      ExecType: TRADE (F)
      151                     LeavesQty: 0
      479                  CommCurrency: USD
      851              LastLiquidityInd: REMOVED_LIQUIDITY (2)
TRAILER
       10                      CheckSum: 116
txt

Notes:

​Partial Fill

In this example, TRADEBOTOE002 is on the maker side and receives an execution report for an order with an original quantity of 20 BTC that was partially filled for 10 BTC with 10 BTC remaining for a fee of 0.00%:

RAW
8=FIX.4.4|9=254|35=8|34=5|49=GEMINI|52=20180517-15:07:16.894|56=TRADEBOTOE002|6=8338.67|11=1tfX3IJi9HP87dkqlo|12=0.000000|13=3|14=10|17=336933409|31=8338.67|32=10|37=336933405|38=20|39=1|44=8338.67|54=1|55=BTCUSD|59=3|60=20180517-15:07:16.892|150=F|151=10|479=USD|851=1|10=001|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 254
       34                     MsgSeqNum: 5
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180517-15:07:16.894
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 8338.67
       11                       ClOrdID: 1tfX3IJi9HP87dkqlo
       12                    Commission: 0.000000
       13                      CommType: ABSOLUTE (3)
       14                        CumQty: 10
       17                        ExecID: 336933409
       31                        LastPx: 8338.67
       32                       LastQty: 10
       37                       OrderID: 336933405
       38                      OrderQty: 20
       39                     OrdStatus: PARTIALLY_FILLED (1)
       44                         Price: 8338.67
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       59                   TimeInForce: IMMEDIATE_OR_CANCEL (3)
       60                  TransactTime: 20180517-15:07:16.892
      150                      ExecType: TRADE (F)
      151                     LeavesQty: 10
      479                  CommCurrency: USD
      851              LastLiquidityInd: ADDED_LIQUIDITY (1)
TRAILER
       10                      CheckSum: 001
txt

Notes:

  • AvgPx: 8338.67 is the average price of all fills on this order.
  • ClOrdID: 1tfX3IJi9HP87dkqlo is a unique request identifier assigned by TRADEBOTOE002 in the ClOrdID <11> field in the original New Order Single <D>.
  • CumQty: 10 is the total quantity of the order that is filled.
  • ExecID: 336933409 is the trade event id assigned by Gemini; see Identifiers.
  • ExecType: TRADE (F) indicates that this execution report is for a trade (either partial fill or fill).
  • LastLiquidityInd: ADDED_LIQUIDITY (1) indicates that TRADEBOTOE002 was a maker in this order.
  • LastPx: 8338.67 is the price of the last fill.
  • LastQty: 10 is the quantity of the partial fill.
  • LeavesQty: 10 indicates that there is a remaining quantity of 10 open for further execution.
  • OrderQty: 20 is the quantity indicated in the original New Order Single <D>.
  • OrdStatus: PARTIALLY_FILLED (1) indicates that the order is partially filled.
  • Price: 8338.67 is the limit price of the order.

​Order Cancellation

In this example, TRADEBOTOE002 receives an execution report, in response to a previously sent Order Cancel Request <F>, indicating that the order with a ClOrdID <11> = GHDzdNUUXaMMDZdfwe was cancelled:

RAW
8=FIX.4.4|9=220|35=8|34=3|49=GEMINI|52=20180425-17:57:59.538|56=TRADEBOTOE002|6=0|11=GHDzdNUUXaMMDZdfwe|14=0|17=335278132|37=335278128|38=1|39=4|41=z35u64KR1gen7f2SpB|44=93392.64|54=2|55=BTCUSD|58=REQUESTED|59=1|60=20180425-17:57:59.537|150=4|151=0|10=254|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 220
       34                     MsgSeqNum: 3
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:57:59.538
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 0
       11                       ClOrdID: GHDzdNUUXaMMDZdfwe
       14                        CumQty: 0
       17                        ExecID: 335278132
       37                       OrderID: 335278128
       38                      OrderQty: 1
       39                     OrdStatus: CANCELED (4)
       41                   OrigClOrdID: z35u64KR1gen7f2SpB
       44                         Price: 93392.64
       54                          Side: SELL (2)
       55                        Symbol: BTCUSD
       58                          Text: REQUESTED
       59                   TimeInForce: GOOD_TILL_CANCEL (1)
       60                  TransactTime: 20180425-17:57:59.537
      150                      ExecType: CANCELED (4)
      151                     LeavesQty: 0
TRAILER
       10                      CheckSum: 254
txt

Notes:

  • AvgPx: 0 is the avg price of all fills on the order. Given that this order was cancelled before any fills, the average price is 0.
  • ClOrdID: GHDzdNUUXaMMDZdfwe is a unique request identifier assigned by TRADEBOTOE002 in the ClOrdID <11> field in the original New Order Single <D>.
  • CumQty: 0 is the total quantity filled. Again, given that this order had no fills, this number is 0.
  • ExecID: 335278132 is an order cancellation event id assigned by Gemini; see Identifiers
  • ExecType: CANCELED (4) indicates that this execution report is for a cancelled order.
  • LeavesQty: 0 represents the quantity left open for execution. In a cancelled or expired order, this quantity should equal 0.
  • OrderID: 335278128 is a globally unique order event id assigned by Gemini at the time the order is submitted.
  • OrderQty: 1 represents the number of BTC cancelled.
  • OrdStatus: CANCELED (4) indicates that the order's status is cancelled.
  • OrigClOrdID: z35u64KR1gen7f2SpB corresponds to the ClOrdID <11> of the order to cancel.
  • Price: 93392.64 is the price denominated in USD (the price currency). See Understanding price and quantity for further explanation of price currency vs quantity currency.
  • Side: SELL (2) refers to the side of the order.
  • Symbol: BTCUSD is the symbol name. See Supported Symbols for a list of valid symbols and an explanation of which currencies price and quantities fields are denominated in.
  • Text: REQUESTED indicates that this execution report was for the cancellation of a GTC order where the user initiated the cancel request.
  • TimeInForce: GOOD_TILL_CANCEL (1) specifies that the order was GTC.
  • TransactTime: 20180425-17:57:59.537 is the time when the order was created.

In this next example, TRADEBOTOE002 first sent an Order Cancel Request <F> for order 1tfX3IJi9HP87dkqlo that was previously partially filled. This is an execution report for the cancellation of the remaining quantity:

RAW
8=FIX.4.4|9=238|35=8|34=7|49=GEMINI|52=20180517-15:07:16.896|56=TRADEBOTOE002|6=8338.67|11=1tfX3IJi9HP87dkqlo|14=10|17=336933412|37=336933405|38=20|39=4|44=8338.67|54=1|55=BTCUSD|59=3|60=20180517-15:07:16.892|150=4|151=0|10=080|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 238
       34                     MsgSeqNum: 7
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180517-15:07:16.896
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 8338.67
       11                       ClOrdID: 1tfX3IJi9HP87dkqlo
       14                        CumQty: 10
       17                        ExecID: 336933412
       37                       OrderID: 336933405
       38                      OrderQty: 20
       39                     OrdStatus: CANCELED (4)
       44                         Price: 8338.67
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       59                   TimeInForce: IMMEDIATE_OR_CANCEL (3)
       60                  TransactTime: 20180517-15:07:16.892
      150                      ExecType: CANCELED (4)
      151                     LeavesQty: 0
TRAILER
       10                      CheckSum: 080
txt

Notes:

  • CumQty: 10 is the total quantity filled. This order had 1 fill for 10 BTC before it was cancelled.
  • LeavesQty: 0 represents the quantity left open for execution. In a cancelled or expired order, this quantity should equal 0.
  • OrderQty: 20 represents the quantity of BTC ordered in the original New Order Single <D>.

​Reject

In this scenario, TRADEBOTOE002 sent another New Order Single <D> but this time there is an error: the Symbol <55> field value is invalid.

Because the symbol is invalid, the server rejects the order. This is an example of an associated execution report:

RAW
8=FIX.4.4|9=237|35=8|34=2|49=GEMINI|52=20180516-22:09:05.019|56=TRADEBOTOE002|6=0|11=7v1cs7HFCT2WehadcO|14=0|17=1526508545018|37=0|38=10.4|39=8|44=0.05|54=2|55=ABCDEF|58=Unsupported Symbol value 'ABCDEF'|59=1|60=20180516-22:09:05.018|103=99|150=8|151=0|10=090|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 237
       34                     MsgSeqNum: 2
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180516-22:09:05.019
       56                  TargetCompID: TRADEBOTOE002
BODY
        6                         AvgPx: 0
       11                       ClOrdID: 7v1cs7HFCT2WehadcO
       14                        CumQty: 0
       17                        ExecID: 1526508545018
       37                       OrderID: 0
       38                      OrderQty: 10.4
       39                     OrdStatus: REJECTED (8)
       44                         Price: 0.05
       54                          Side: SELL (2)
       55                        Symbol: ABCDEF
       58                          Text: Unsupported Symbol value 'ABCDEF'
       59                   TimeInForce: GOOD_TILL_CANCEL (1)
       60                  TransactTime: 20180516-22:09:05.018
      103                  OrdRejReason: OTHER (99)
      150                      ExecType: REJECTED (8)
      151                     LeavesQty: 0
TRAILER
       10                      CheckSum: 090
txt

Notes:

  • LeavesQty: 0 indicates that there is no quantity remaining for further execution.
  • OrderQty: 10.4 is the quantity ordered in the original New Order Single <D>.
  • OrdRejReason: OTHER (99) suggests that there is an alternative reason for rejection. In this example, the reason for rejection is stated in the Text <58> field.
  • OrdStatus: REJECTED (8) indicates that the order is rejected.
  • Symbol: ABCDEF is not a valid symbol. See Supported Symbols for a list of valid symbols.
  • Text: Unsupported Symbol value 'ABCDEF' indicates that the symbol field's value is invalid.
New Order SingleOrder Cancel Request