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Examples

​Market Order Partial Fill

In the rare case a market order sweeps the book and only partially fills, two Execution Reports will be generated: one describing the partial fill and another cancelling the market order as it was only partially filled.

​Partial Fill Execution Report

Here is an example of the partial fill Execution Report:

RAW
8=FIX.4.4|9=237|35=8|34=3|49=GEMINI|52=20181023-18:05:07.978|56=DEV|6=448.06|11=CLWC3iFi6ygIyFSKVY|12=8.9612|13=3|14=1.0|17=44|31=448.06|32=1.0|37=42|39=1|54=1|55=BTCUSD|60=20150218-18:45:02.043|150=F|151=42.9788|152=500.0|479=USD|851=2|10=172|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 237
       34                     MsgSeqNum: 3
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20181023-18:05:07.978
       56                  TargetCompID: DEV
BODY
        6                         AvgPx: 448.06
       11                       ClOrdID: CLWC3iFi6ygIyFSKVY
       12                    Commission: 8.9612
       13                      CommType: ABSOLUTE (3)
       14                        CumQty: 1.0
       17                        ExecID: 44
       31                        LastPx: 448.06
       32                       LastQty: 1.0
       37                       OrderID: 42
       39                     OrdStatus: PARTIALLY_FILLED (1)
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       60                  TransactTime: 20150218-18:45:02.043
      150                      ExecType: TRADE (F)
      151                     LeavesQty: 42.9788
      152                  CashOrderQty: 500.0
      479                  CommCurrency: USD
      851              LastLiquidityInd: REMOVED_LIQUIDITY (2)
TRAILER
       10                      CheckSum: 172
txt

Notes:

CumQty: 1.0 is the total quantity filled. LeavesQty: 42.978800000 indicates the unfilled notional value of the order. CashOrderQty: 500.0 is the original notional value desired to be filled.

​Order Cancellation Execution Report

and the following Execution Report representing a cancellation of the order:

RAW
8=FIX.4.4|9=199|35=8|34=4|49=GEMINI|52=20181023-18:05:07.984|56=DEV|6=448.06|11=CLWC3iFi6ygIyFSKVY|14=1.0|17=46|37=42|39=4|54=1|55=BTCUSD|58=MARKET_ORDER_SWEPT_BOOK|60=20150218-18:45:02.045|150=4|151=0|152=500.0|10=TRAILER|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 199
       34                     MsgSeqNum: 4
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20181023-18:05:07.984
       56                  TargetCompID: DEV
BODY
        6                         AvgPx: 448.06
       11                       ClOrdID: CLWC3iFi6ygIyFSKVY
       14                        CumQty: 1.0
       17                        ExecID: 46
       37                       OrderID: 42
       39                     OrdStatus: CANCELED (4)
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       58                          Text: MARKET_ORDER_SWEPT_BOOK
       60                  TransactTime: 20150218-18:45:02.045
      150                      ExecType: CANCELED (4)
      151                     LeavesQty: 0
      152                  CashOrderQty: 500.0
TRAILER
       10                      CheckSum: 184
txt

Notes:

TEXT: MARKET_ORDER_SWEPT_BOOK text indicating the cancel reason for the order

Market Order FillErrors