Execution Reports(8)

about order changes

Notification

The report Execution Reports(8) is similar to New Order Single or Cancel/Replace responses

Tag	Name	Type	Required	Comments
527	SecondaryExecID	String	No	ID of the order change, may be absent in case of status reports
37	OrderId	String	No	Unique identifier for Order as assigned by the Deribit
11	ClOrdID	String	No	Deribit replaces this field with the own value assigned by the server (it is not the client id from New Order Single(D))
41	OrigClOrdId	String	No	The original value assigned by the client in the New Order Single(D) message
39	OrdStatus	char	Yes	For trade – order status. Possible values: 0 = New, 1 = Partially filled, 2 = Filled, 4 = Cancelled 8 = Rejected
54	Side	char	Yes	Side of order. Possible values: 1 = Buy, 2 = Sell
60	TransactTime	UTCTimestamp	Yes	Time the transaction represented by this Execution Report occurred. Fix timestamp
12	Commission	float	No	Deprecated. Always 0
151	LeavesQty	Qty	Yes	Order quantity open for further execution (LeavesQty = OrderQty - CumQty) in Contract units corresponding to the ContractMultiplier in SecurityList
14	CumQty	Qty	Yes	Total executed quantity or 0.0 in Contract units corresponding to the ContractMultiplier in SecurityList
38	OrderQty	Qty	Yes	Order quantity in Contract units corresponding to the ContractMultiplier in SecurityList
5127	ConditionTriggerMethod	int	No	Trigger for a stop order. Possible values: 1 = Mark Price, 2 = Last Price, 3 = corresponding Index Price
40	OrdType	char	Yes	Order type. Possible values: 1 = Market, 2 = Limit, 4 = Stop Limit, S = Stop Market (default: limit)
44	Price	Price	No	Price, maybe be absent for Market and Stop Market orders
150	ExecType	char	No	Describes the specific Execution Report. Possible values: I = equal to (Order Status), 7 = (Stopped) for triggered stop orders, 8 = Rejected, 3 = (Done for day) for GTD orders, C = (Expired) for the orders expired at delivery
18	ExecInst	MultipleValueString	No	Currently is used to mark POST ONLY orders and REDUCE ONLY orders. POST ONLY possible values: 6 = “Participate don’t initiate”, A = “No cross” (only together with 6, “6A” — REJECT POST ONLY when the order is put to the order book unmodified or the request is rejected and order is cancelled), REDUCE ONLY possible values: E = ” Do not increase - DNI”
99	StopPx	Price	No	Stop price for stop limit orders
103	OrdRejReason	int	Yes	Possible reasons: 0 = no reject (the request has been accepted) 1 = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown order 6 = Duplicate Order (e.g. dupe ClOrdID(11)) 7 = Duplicate of a verbally communicated order 8 = Stale order 9 = Trade along required 10 = Invalid Investor ID 11 = Unsupported order characteristic 12 = Surveillance Option 13 = Incorrect quantity 14 = Incorrect allocated quantity 15 = Unknown account(s) 16 = Price exceeds current price band 18 = Invalid price increment 99 = Other Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
58	Text	String	No	Free format text string, usually exceptions
207	SecurityExchange	String	No	”Deribit”
55	Symbol	String	Yes	Instrument symbol
854	QtyType	int	No	Type of quantity specified in a quantity. Currently only 1 - Contracts
231	ContractMultiplier	float	No	Specifies a multiply factor to convert from contracts to total units
6	AvgPx	float	No	Average execution price or 0.0 if not executed yet or rejected
1138	DisplayQty	Qty	No	The (max) quantity to be displayed in the orderbook.
100012	DeribitAdvOrderType	int	No	If it is present then it denotes advanced order for options. Possible values: 0 = Implied Volatility Order (price defines fixed implied volatility in %), 1 = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)
1188	Volatility	float	No	Volatility for Implied Volatility Orders (options orders with fixed volatility)
839	PeggedPrice	Price	No	Value of fixed USD price for USD Orders (options orders with fixed USD price)
31	LastPx	Price	No	Price of this last fill
32	LastQty	Qty	No	Quantity bought/sold on this last fill
880	TrdMatchID	String	No	Identifier assigned to a trade by a matching system. It can be present for trade execution reports if Logon 9015=Y
100010	DeribitLabel	String	No	A custom label for your order, max 64 grapheme clusters. Can be used by Order Cancel Request(F) to amend the order later on. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
9008	DeribitMMProtection	Boolean	No	Order Market Maker Protection (MMP) flag
9019	MMPGroup	String	No	A custom tag of MMP Group. This tag is present only for orders from Mass Quote
302	QuoteSetID	String	No	identifier for the Quote Set. This tag is present only for orders from Mass Quote.
117	QuoteID	String	No	identifier for the Quote. This tag is present only for orders from Mass Quote.
299	QuoteEntryID	String	No	identifier for the Quote Entry. This tag is present only for orders from Mass Quote.
	Group FillsGrp
1362	NoFills	NumInGroup	No	Number of fill entries for the order
=>1363	FillExecID	String	No	Unique identifier of execution, concatenated via ’#’ symbol and trade sequence number, e.g., BTC-28SEP18#38
=>1364	FillPx	Price	No	Price of this partial fill
=>1365	FillQty	Qty	No	Quantity bought/sold on this partial fill
=>1443	FillLiquidityInd	int	No	Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Possible values: 1 = Added Liquidity, 2 = Removed Liquidity