Order is Fully Filled

OrderID

37

Unique, Moment-assigned ID for the Order.

Y

"29b5e57e-0adc-45cf-936d-5b1055abeb08"

ExecID

17

Unique, Moment-assigned ID for the acknowledgement message. This identifier will be unique across all Execution Report messages that Moment sends to the Client.

Y

"0a6a1b6c-b22c-4dc3-ad2f-7496c28f2c10"

ExecType

150

"F" = Trade. This message indicates that the Client has received a fill for the Order.

Y

"F"

TransactTime

60

Time when the event being reported occurred.

Y

"20231005-11:48:33"

Order Request

ClOrdID

11

Matches field from NewOrderSingle.

Y

"fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06"

Account

1

Matches field from NewOrderSingle.

Y

"ACCT_1"

ExecInst

18

Matches field from newOrderSingle.

N

"G"

OrdType

40

Matches field from NewOrderSingle.

Y

"2"

OrderQty

38

Matches field from NewOrderSingle.

Y

"1000"

Side

54

Matches field from NewOrderSingle.

Y

"1"

Price

44

Matches field from NewOrderSingle.

Y

"100.00"

PriceType

423

Matches field from NewOrderSingle.

Y

"1"

SecurityID

48

Matches field from NewOrderSingle.

Y

"912797JE8"

SecurityIDSource

22

Matches field from NewOrderSingle.

Y

"1"

TimeInForce

59

Matches field from NewOrderSingle.

Y

"0"

TradingSessionID

336

Matches field from NewOrderSingle.

N

"REG"

TradingGroup

5047

Matches field from NewOrderSingle.

Y

"GRP_1"

Fill Data

These fields are only included when ExecType = "F".

LastQty

32

The quantity of the fill being reported.

C

"1000"

LastPx

31

Price of the fill being reported.

C

"99.00"

GrossTradeAmt

381

The gross trade amount not inclusive of accrued interest, in dollars.

C

"990.00"

AccruedInterestAmt

159

Accrued interest for the fill, in dollars.

C

"5.00"

NetMoney

118

Settlement trade amount inclusive of accrued interest, in dollars.

C

"995.00"

TradeDate

75

Trade date in YYYYMMDD format.

C

"20230507"

SettlDate

64

Settlement date in YYYYMMDD format.

C

"20230509"

Parties Block

NoPartyIDs

453

Number of Parties in the block. This will typically be "3" since the contra firm, contra clearing firm, and execution venue will typically be provided.

C

"3"

PartyID

448

Party identifier.

C

"ABCD"

PartyIDSource

447

Type of party identifier.

"C" = generally accepted market participant identifier (MPID).

"H" = CSD participant / member code.

C

"C"

PartyRole

452

Party role.

"17" = Contra Firm. The MPID will be provided in this case.

"18" = Contra Clearing Firm. The CSD participant / member code will be provided in this case.

"73" = Execution Venue. The MPID will be provided in this case.

C

"17"

Fees Block

NoMiscFees

136

Number of applicable fees. This is only relevant if the Client uses the Moment Portal to set their fee schedule for charging their customers. In that case, the Client's fees will be included in the drop copy.

C

"3"

MiscFeeAmt

137

Fee amount.

C

"10.00"

MiscFeeType

139

Fee Type.

"3" = Commission.

"8" = Markup.

C

"3"

MiscFeeBasis

891

The basis on which the fee is assessed:

"0" = Absolute.

"1" = Per bond.

"2" = Percentage.

C

"0"

Order State

OrdStatus

39

"2" = Filled. The Order has been fully filled.

Y

"2"

LeavesQty

151

The open quantity of the Order, in par value. For a fully filled order, it will always be the case that LeavesQty = 0.

Y

"0"

CumQty

14

The cumulative quantity of the Order that has been filled, in par value. For a fully filled order, it will always be the case that CumQty = OrderQty.

Y

"1000"

AvgPx

6

The quantity-weighted average fill price for the Order. Always provided as a clean, percentage of par price.

Y

"99.00"