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 = New | 0 = New1 = Partially filled2 = Filled8 = Rejected |
F = Trade | 1 = Partially filled2 = Filled |
4 = Canceled | 4 = Canceled |
8 = Rejected | 8 = Rejected |
Execution Reports
New Order
This is an example of an Execution Report <8> in response to TRADEBOTOE002's New Order Single <D>:
Code
Notes:
- AvgPx:
0is 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:
iWM60sx3dreT9N9yEEis a unique request identifier assigned byTRADEBOTOE002in the ClOrdID<11>field in the original New Order Single<D>. - CumQty:
0is the total quantity filled. Again, given that this is a new order execution report, there are no fills. - ExecID:
335278099is an order acceptance event id assigned by Gemini; see Identifiers - ExecType:
NEW (0)indicates that this execution report is for a new order. - LeavesQty:
1represents the quantity left open for execution. In a new order, this should equal OrderQty<38>. - OrderID:
335278098is a globally unique order event id assigned by Gemini at the time the order is submitted. - OrderQty:
1represents the number of BTC ordered. - OrdStatus:
NEW (0)indicates that the order's status is new. - Price:
10000is 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 PriceRequired for a OrdType<40>is4 = Stop Limitorder entry ACK. - Side:
BUY (1)refers to the side of the order. - Symbol:
BTCUSDis 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:
20180425-17:56:42.071is 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.
Code
Notes:
- AvgPx:
0is 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:
qCBPcHUu8w1is a unique request identifier assigned by `TRADEBOTOE003. - CumQty:
0is the total quantity filled. Again, given that this is a new order execution report for the child limit order, there are no fills. - ExecID:
366449739is an order acceptance event id assigned by Gemini; see Identifiers - ExecType:
NEW (0)indicates that this execution report is for a new order. - LeavesQty:
3represents the quantity left open for execution. In a new order, this should equal OrderQty<38>. - OrderID:
366449738is a globally unique order event id assigned by Gemini at the time the stop order triggers. - OrderQty:
3represents the number of BTC ordered. - OrdStatus:
NEW (0)indicates that the order's status is new. - Price:
6409.65is 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:
BTCUSDis 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:
20191105-21:16:55.930is 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:
Code
Notes:
- AvgPx:
8400.00is the avg price of all fills on the order. - CommType:
ABSOLUTE (3)indicates that Commision<12>is a total monetary amount. - Commission:
8.400000is in USD as indicated by CommCurrency<479>. - CumQty:
1is the total quantity filled. - LastLiquidityInd:
REMOVED_LIQUIDITY (2)indicates thatTRADEBOTOE002was a liquidity taker. - LeavesQty:
0represents the quantity left open for execution. In a filled trade, this should equal OrderQty<38>- CumQty<14>. - OrderQty: 1 represents the number of BTC ordered.
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%:
Code
Notes:
- AvgPx:
8338.67is the average price of all fills on this order. - ClOrdID:
1tfX3IJi9HP87dkqlois a unique request identifier assigned byTRADEBOTOE002in the ClOrdID<11>field in the original New Order Single<D>. - CumQty:
10is the total quantity of the order that is filled. - ExecID:
336933409is 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 thatTRADEBOTOE002was a maker in this order. - LastPx:
8338.67is the price of the last fill. - LastQty:
10is the quantity of the partial fill. - LeavesQty:
10indicates that there is a remaining quantity of 10 open for further execution. - OrderQty:
20is the quantity indicated in the original New Order Single<D>. - OrdStatus:
PARTIALLY_FILLED (1)indicates that the order is partially filled. - Price:
8338.67is 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:
Code
Notes:
- AvgPx:
0is the avg price of all fills on the order. Given that this order was cancelled before any fills, the average price is 0. - ClOrdID:
GHDzdNUUXaMMDZdfweis a unique request identifier assigned byTRADEBOTOE002in the ClOrdID<11>field in the original New Order Single<D>. - CumQty:
0is the total quantity filled. Again, given that this order had no fills, this number is 0. - ExecID:
335278132is an order cancellation event id assigned by Gemini; see Identifiers - ExecType:
CANCELED (4)indicates that this execution report is for a cancelled order. - LeavesQty:
0represents the quantity left open for execution. In a cancelled or expired order, this quantity should equal 0. - OrderID:
335278128is a globally unique order event id assigned by Gemini at the time the order is submitted. - OrderQty:
1represents the number of BTC cancelled. - OrdStatus:
CANCELED (4)indicates that the order's status is cancelled. - OrigClOrdID:
z35u64KR1gen7f2SpBcorresponds to the ClOrdID<11>of the order to cancel. - Price:
93392.64is 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:
BTCUSDis 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:
REQUESTEDindicates 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:
20180425-17:57:59.537is 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:
Code
Notes:
- CumQty:
10is the total quantity filled. This order had 1 fill for 10 BTC before it was cancelled. - LeavesQty:
0represents the quantity left open for execution. In a cancelled or expired order, this quantity should equal 0. - OrderQty:
20represents 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:
Code
Notes:
- LeavesQty:
0indicates that there is no quantity remaining for further execution. - OrderQty:
10.4is 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:
ABCDEFis 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.

