Struct easyfix_messages::messages::ExecutionReport
source · pub struct ExecutionReport {Show 322 fields
pub appl_id: Option<FixString>,
pub appl_seq_num: Option<SeqNum>,
pub appl_last_seq_num: Option<SeqNum>,
pub appl_resend_flag: Option<Boolean>,
pub order_id: FixString,
pub secondary_order_id: Option<FixString>,
pub secondary_cl_ord_id: Option<FixString>,
pub secondary_exec_id: Option<FixString>,
pub cl_ord_id: Option<FixString>,
pub orig_cl_ord_id: Option<FixString>,
pub cl_ord_link_id: Option<FixString>,
pub quote_resp_id: Option<FixString>,
pub ord_status_req_id: Option<FixString>,
pub mass_status_req_id: Option<FixString>,
pub host_cross_id: Option<FixString>,
pub tot_num_reports: Option<Int>,
pub last_rpt_requested: Option<Boolean>,
pub parties: Option<Vec<Parties>>,
pub trade_origination_date: Option<LocalMktDate>,
pub contra_grp: Option<Vec<ContraGrp>>,
pub list_id: Option<FixString>,
pub cross_id: Option<FixString>,
pub orig_cross_id: Option<FixString>,
pub cross_type: Option<CrossType>,
pub trd_match_id: Option<FixString>,
pub exec_id: FixString,
pub exec_ref_id: Option<FixString>,
pub exec_type: ExecType,
pub ord_status: OrdStatus,
pub working_indicator: Option<Boolean>,
pub ord_rej_reason: Option<OrdRejReason>,
pub exec_restatement_reason: Option<ExecRestatementReason>,
pub account: Option<FixString>,
pub acct_id_source: Option<AcctIdSource>,
pub account_type: Option<AccountType>,
pub day_booking_inst: Option<DayBookingInst>,
pub booking_unit: Option<BookingUnit>,
pub prealloc_method: Option<PreallocMethod>,
pub alloc_id: Option<FixString>,
pub pre_alloc_grp: Option<Vec<PreAllocGrp>>,
pub settl_type: Option<SettlType>,
pub settl_date: Option<LocalMktDate>,
pub match_type: Option<MatchType>,
pub order_category: Option<OrderCategory>,
pub cash_margin: Option<CashMargin>,
pub clearing_fee_indicator: Option<ClearingFeeIndicator>,
pub symbol: Option<FixString>,
pub symbol_sfx: Option<SymbolSfx>,
pub security_id: Option<FixString>,
pub security_id_source: Option<SecurityIdSource>,
pub sec_alt_id_grp: Option<Vec<SecAltIdGrp>>,
pub product: Option<Product>,
pub product_complex: Option<FixString>,
pub security_group: Option<FixString>,
pub cfi_code: Option<FixString>,
pub security_type: Option<SecurityType>,
pub security_sub_type: Option<FixString>,
pub maturity_month_year: Option<MonthYear>,
pub maturity_date: Option<LocalMktDate>,
pub maturity_time: Option<TzTimeOnly>,
pub settle_on_open_flag: Option<FixString>,
pub instrmt_assignment_method: Option<InstrmtAssignmentMethod>,
pub security_status: Option<SecurityStatus>,
pub coupon_payment_date: Option<LocalMktDate>,
pub issue_date: Option<LocalMktDate>,
pub repo_collateral_security_type: Option<FixString>,
pub repurchase_term: Option<Int>,
pub repurchase_rate: Option<Percentage>,
pub factor: Option<Float>,
pub credit_rating: Option<FixString>,
pub instr_registry: Option<FixString>,
pub country_of_issue: Option<Country>,
pub state_or_province_of_issue: Option<FixString>,
pub locale_of_issue: Option<FixString>,
pub redemption_date: Option<LocalMktDate>,
pub strike_price: Option<Price>,
pub strike_currency: Option<Currency>,
pub strike_multiplier: Option<Float>,
pub strike_value: Option<Float>,
pub opt_attribute: Option<Char>,
pub contract_multiplier: Option<Float>,
pub min_price_increment: Option<Float>,
pub min_price_increment_amount: Option<Amt>,
pub unit_of_measure: Option<UnitOfMeasure>,
pub unit_of_measure_qty: Option<Qty>,
pub price_unit_of_measure: Option<FixString>,
pub price_unit_of_measure_qty: Option<Qty>,
pub settl_method: Option<SettlMethod>,
pub exercise_style: Option<ExerciseStyle>,
pub opt_payout_amount: Option<Amt>,
pub price_quote_method: Option<PriceQuoteMethod>,
pub valuation_method: Option<ValuationMethod>,
pub list_method: Option<ListMethod>,
pub cap_price: Option<Price>,
pub floor_price: Option<Price>,
pub put_or_call: Option<PutOrCall>,
pub flexible_indicator: Option<Boolean>,
pub flex_product_eligibility_indicator: Option<Boolean>,
pub time_unit: Option<TimeUnit>,
pub coupon_rate: Option<Percentage>,
pub security_exchange: Option<Exchange>,
pub position_limit: Option<Int>,
pub nt_position_limit: Option<Int>,
pub issuer: Option<FixString>,
pub encoded_issuer: Option<Data>,
pub security_desc: Option<FixString>,
pub encoded_security_desc: Option<Data>,
pub security_xml: Option<XmlData>,
pub security_xml_schema: Option<FixString>,
pub pool: Option<FixString>,
pub contract_settl_month: Option<MonthYear>,
pub cp_program: Option<CpProgram>,
pub cp_reg_type: Option<FixString>,
pub evnt_grp: Option<Vec<EvntGrp>>,
pub dated_date: Option<LocalMktDate>,
pub interest_accrual_date: Option<LocalMktDate>,
pub instrument_parties: Option<Vec<InstrumentParties>>,
pub contract_multiplier_unit: Option<ContractMultiplierUnit>,
pub flow_schedule_type: Option<FlowScheduleType>,
pub restructuring_type: Option<RestructuringType>,
pub seniority: Option<Seniority>,
pub notional_percentage_outstanding: Option<Percentage>,
pub original_notional_percentage_outstanding: Option<Percentage>,
pub attachment_point: Option<Percentage>,
pub detachment_point: Option<Percentage>,
pub strike_price_determination_method: Option<StrikePriceDeterminationMethod>,
pub strike_price_boundary_method: Option<StrikePriceBoundaryMethod>,
pub strike_price_boundary_precision: Option<Percentage>,
pub underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>,
pub opt_payout_type: Option<OptPayoutType>,
pub complex_events: Option<Vec<ComplexEvents>>,
pub agreement_desc: Option<FixString>,
pub agreement_id: Option<FixString>,
pub agreement_date: Option<LocalMktDate>,
pub agreement_currency: Option<Currency>,
pub termination_type: Option<TerminationType>,
pub start_date: Option<LocalMktDate>,
pub end_date: Option<LocalMktDate>,
pub delivery_type: Option<DeliveryType>,
pub margin_ratio: Option<Percentage>,
pub und_instrmt_grp: Option<Vec<UndInstrmtGrp>>,
pub side: Side,
pub stipulations: Option<Vec<Stipulations>>,
pub qty_type: Option<QtyType>,
pub order_qty: Option<Qty>,
pub cash_order_qty: Option<Qty>,
pub order_percent: Option<Percentage>,
pub rounding_direction: Option<RoundingDirection>,
pub rounding_modulus: Option<Float>,
pub lot_type: Option<LotType>,
pub ord_type: Option<OrdType>,
pub price_type: Option<PriceType>,
pub price: Option<Price>,
pub price_protection_scope: Option<PriceProtectionScope>,
pub stop_px: Option<Price>,
pub trigger_type: Option<TriggerType>,
pub trigger_action: Option<TriggerAction>,
pub trigger_price: Option<Price>,
pub trigger_symbol: Option<FixString>,
pub trigger_security_id: Option<FixString>,
pub trigger_security_id_source: Option<FixString>,
pub trigger_security_desc: Option<FixString>,
pub trigger_price_type: Option<TriggerPriceType>,
pub trigger_price_type_scope: Option<TriggerPriceTypeScope>,
pub trigger_price_direction: Option<TriggerPriceDirection>,
pub trigger_new_price: Option<Price>,
pub trigger_order_type: Option<TriggerOrderType>,
pub trigger_new_qty: Option<Qty>,
pub trigger_trading_session_id: Option<FixString>,
pub trigger_trading_session_sub_id: Option<FixString>,
pub peg_offset_value: Option<Float>,
pub peg_price_type: Option<PegPriceType>,
pub peg_move_type: Option<PegMoveType>,
pub peg_offset_type: Option<PegOffsetType>,
pub peg_limit_type: Option<PegLimitType>,
pub peg_round_direction: Option<PegRoundDirection>,
pub peg_scope: Option<PegScope>,
pub peg_security_id_source: Option<FixString>,
pub peg_security_id: Option<FixString>,
pub peg_symbol: Option<FixString>,
pub peg_security_desc: Option<FixString>,
pub discretion_inst: Option<DiscretionInst>,
pub discretion_offset_value: Option<Float>,
pub discretion_move_type: Option<DiscretionMoveType>,
pub discretion_offset_type: Option<DiscretionOffsetType>,
pub discretion_limit_type: Option<DiscretionLimitType>,
pub discretion_round_direction: Option<DiscretionRoundDirection>,
pub discretion_scope: Option<DiscretionScope>,
pub pegged_price: Option<Price>,
pub pegged_ref_price: Option<Price>,
pub discretion_price: Option<Price>,
pub target_strategy: Option<TargetStrategy>,
pub strategy_parameters_grp: Option<Vec<StrategyParametersGrp>>,
pub target_strategy_parameters: Option<FixString>,
pub participation_rate: Option<Percentage>,
pub target_strategy_performance: Option<Float>,
pub currency: Option<Currency>,
pub compliance_id: Option<FixString>,
pub solicited_flag: Option<Boolean>,
pub time_in_force: Option<TimeInForce>,
pub effective_time: Option<UtcTimestamp>,
pub expire_date: Option<LocalMktDate>,
pub expire_time: Option<UtcTimestamp>,
pub exec_inst: Option<Vec<ExecInst>>,
pub aggressor_indicator: Option<Boolean>,
pub order_capacity: Option<OrderCapacity>,
pub order_restrictions: Option<Vec<OrderRestrictions>>,
pub pre_trade_anonymity: Option<Boolean>,
pub cust_order_capacity: Option<CustOrderCapacity>,
pub last_qty: Option<Qty>,
pub calculated_ccy_last_qty: Option<Qty>,
pub last_swap_points: Option<PriceOffset>,
pub underlying_last_qty: Option<Qty>,
pub last_px: Option<Price>,
pub underlying_last_px: Option<Price>,
pub last_par_px: Option<Price>,
pub last_spot_rate: Option<Price>,
pub last_forward_points: Option<PriceOffset>,
pub last_mkt: Option<Exchange>,
pub trading_session_id: Option<TradingSessionId>,
pub trading_session_sub_id: Option<TradingSessionSubId>,
pub time_bracket: Option<FixString>,
pub last_capacity: Option<LastCapacity>,
pub leaves_qty: Qty,
pub cum_qty: Qty,
pub avg_px: Option<Price>,
pub day_order_qty: Option<Qty>,
pub day_cum_qty: Option<Qty>,
pub day_avg_px: Option<Price>,
pub tot_no_fills: Option<Int>,
pub last_fragment: Option<Boolean>,
pub fills_grp: Option<Vec<FillsGrp>>,
pub gt_booking_inst: Option<GtBookingInst>,
pub trade_date: Option<LocalMktDate>,
pub transact_time: Option<UtcTimestamp>,
pub report_to_exch: Option<Boolean>,
pub commission: Option<Amt>,
pub comm_type: Option<CommType>,
pub comm_currency: Option<Currency>,
pub fund_renew_waiv: Option<FundRenewWaiv>,
pub spread: Option<PriceOffset>,
pub benchmark_curve_currency: Option<Currency>,
pub benchmark_curve_name: Option<BenchmarkCurveName>,
pub benchmark_curve_point: Option<FixString>,
pub benchmark_price: Option<Price>,
pub benchmark_price_type: Option<Int>,
pub benchmark_security_id: Option<FixString>,
pub benchmark_security_id_source: Option<FixString>,
pub yield_type: Option<YieldType>,
pub yield_: Option<Percentage>,
pub yield_calc_date: Option<LocalMktDate>,
pub yield_redemption_date: Option<LocalMktDate>,
pub yield_redemption_price: Option<Price>,
pub yield_redemption_price_type: Option<Int>,
pub gross_trade_amt: Option<Amt>,
pub num_days_interest: Option<Int>,
pub ex_date: Option<LocalMktDate>,
pub accrued_interest_rate: Option<Percentage>,
pub accrued_interest_amt: Option<Amt>,
pub interest_at_maturity: Option<Amt>,
pub end_accrued_interest_amt: Option<Amt>,
pub start_cash: Option<Amt>,
pub end_cash: Option<Amt>,
pub traded_flat_switch: Option<Boolean>,
pub basis_feature_date: Option<LocalMktDate>,
pub basis_feature_price: Option<Price>,
pub concession: Option<Amt>,
pub total_takedown: Option<Amt>,
pub net_money: Option<Amt>,
pub settl_curr_amt: Option<Amt>,
pub settl_currency: Option<Currency>,
pub settl_curr_fx_rate: Option<Float>,
pub settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>,
pub handl_inst: Option<HandlInst>,
pub min_qty: Option<Qty>,
pub match_increment: Option<Qty>,
pub max_price_levels: Option<Int>,
pub display_qty: Option<Qty>,
pub secondary_display_qty: Option<Qty>,
pub display_when: Option<DisplayWhen>,
pub display_method: Option<DisplayMethod>,
pub display_low_qty: Option<Qty>,
pub display_high_qty: Option<Qty>,
pub display_min_incr: Option<Qty>,
pub refresh_qty: Option<Qty>,
pub max_floor: Option<Qty>,
pub position_effect: Option<PositionEffect>,
pub max_show: Option<Qty>,
pub booking_type: Option<BookingType>,
pub text: Option<FixString>,
pub encoded_text: Option<Data>,
pub settl_date_2: Option<LocalMktDate>,
pub order_qty_2: Option<Qty>,
pub last_forward_points_2: Option<PriceOffset>,
pub multi_leg_reporting_type: Option<MultiLegReportingType>,
pub cancellation_rights: Option<CancellationRights>,
pub money_laundering_status: Option<MoneyLaunderingStatus>,
pub regist_id: Option<FixString>,
pub designation: Option<FixString>,
pub trans_bkd_time: Option<UtcTimestamp>,
pub exec_valuation_point: Option<UtcTimestamp>,
pub exec_price_type: Option<ExecPriceType>,
pub exec_price_adjustment: Option<Float>,
pub priority_indicator: Option<PriorityIndicator>,
pub price_improvement: Option<PriceOffset>,
pub last_liquidity_ind: Option<LastLiquidityInd>,
pub cont_amt_grp: Option<Vec<ContAmtGrp>>,
pub instrmt_leg_exec_grp: Option<Vec<InstrmtLegExecGrp>>,
pub copy_msg_indicator: Option<Boolean>,
pub misc_fees_grp: Option<Vec<MiscFeesGrp>>,
pub dividend_yield: Option<Percentage>,
pub manual_order_indicator: Option<Boolean>,
pub cust_directed_order: Option<Boolean>,
pub received_dept_id: Option<FixString>,
pub cust_order_handling_inst: Option<Vec<CustOrderHandlingInst>>,
pub order_handling_inst_source: Option<OrderHandlingInstSource>,
pub trd_reg_timestamps: Option<Vec<TrdRegTimestamps>>,
pub volatility: Option<Float>,
pub time_to_expiration: Option<Float>,
pub risk_free_rate: Option<Float>,
pub price_delta: Option<Float>,
pub rate_source: Option<Vec<RateSource>>,
}
Fields§
§appl_id: Option<FixString>
§appl_seq_num: Option<SeqNum>
§appl_last_seq_num: Option<SeqNum>
§appl_resend_flag: Option<Boolean>
§order_id: FixString
§secondary_order_id: Option<FixString>
§secondary_cl_ord_id: Option<FixString>
§secondary_exec_id: Option<FixString>
§cl_ord_id: Option<FixString>
§orig_cl_ord_id: Option<FixString>
§cl_ord_link_id: Option<FixString>
§quote_resp_id: Option<FixString>
§ord_status_req_id: Option<FixString>
§mass_status_req_id: Option<FixString>
§host_cross_id: Option<FixString>
§tot_num_reports: Option<Int>
§last_rpt_requested: Option<Boolean>
§parties: Option<Vec<Parties>>
§trade_origination_date: Option<LocalMktDate>
§contra_grp: Option<Vec<ContraGrp>>
§list_id: Option<FixString>
§cross_id: Option<FixString>
§orig_cross_id: Option<FixString>
§cross_type: Option<CrossType>
§trd_match_id: Option<FixString>
§exec_id: FixString
§exec_ref_id: Option<FixString>
§exec_type: ExecType
§ord_status: OrdStatus
§working_indicator: Option<Boolean>
§ord_rej_reason: Option<OrdRejReason>
§exec_restatement_reason: Option<ExecRestatementReason>
§account: Option<FixString>
§acct_id_source: Option<AcctIdSource>
§account_type: Option<AccountType>
§day_booking_inst: Option<DayBookingInst>
§booking_unit: Option<BookingUnit>
§prealloc_method: Option<PreallocMethod>
§alloc_id: Option<FixString>
§pre_alloc_grp: Option<Vec<PreAllocGrp>>
§settl_type: Option<SettlType>
§settl_date: Option<LocalMktDate>
§match_type: Option<MatchType>
§order_category: Option<OrderCategory>
§cash_margin: Option<CashMargin>
§clearing_fee_indicator: Option<ClearingFeeIndicator>
§symbol: Option<FixString>
§symbol_sfx: Option<SymbolSfx>
§security_id: Option<FixString>
§security_id_source: Option<SecurityIdSource>
§sec_alt_id_grp: Option<Vec<SecAltIdGrp>>
§product: Option<Product>
§product_complex: Option<FixString>
§security_group: Option<FixString>
§cfi_code: Option<FixString>
§security_type: Option<SecurityType>
§security_sub_type: Option<FixString>
§maturity_month_year: Option<MonthYear>
§maturity_date: Option<LocalMktDate>
§maturity_time: Option<TzTimeOnly>
§settle_on_open_flag: Option<FixString>
§instrmt_assignment_method: Option<InstrmtAssignmentMethod>
§security_status: Option<SecurityStatus>
§coupon_payment_date: Option<LocalMktDate>
§issue_date: Option<LocalMktDate>
§repo_collateral_security_type: Option<FixString>
§repurchase_term: Option<Int>
§repurchase_rate: Option<Percentage>
§factor: Option<Float>
§credit_rating: Option<FixString>
§instr_registry: Option<FixString>
§country_of_issue: Option<Country>
§state_or_province_of_issue: Option<FixString>
§locale_of_issue: Option<FixString>
§redemption_date: Option<LocalMktDate>
§strike_price: Option<Price>
§strike_currency: Option<Currency>
§strike_multiplier: Option<Float>
§strike_value: Option<Float>
§opt_attribute: Option<Char>
§contract_multiplier: Option<Float>
§min_price_increment: Option<Float>
§min_price_increment_amount: Option<Amt>
§unit_of_measure: Option<UnitOfMeasure>
§unit_of_measure_qty: Option<Qty>
§price_unit_of_measure: Option<FixString>
§price_unit_of_measure_qty: Option<Qty>
§settl_method: Option<SettlMethod>
§exercise_style: Option<ExerciseStyle>
§opt_payout_amount: Option<Amt>
§price_quote_method: Option<PriceQuoteMethod>
§valuation_method: Option<ValuationMethod>
§list_method: Option<ListMethod>
§cap_price: Option<Price>
§floor_price: Option<Price>
§put_or_call: Option<PutOrCall>
§flexible_indicator: Option<Boolean>
§flex_product_eligibility_indicator: Option<Boolean>
§time_unit: Option<TimeUnit>
§coupon_rate: Option<Percentage>
§security_exchange: Option<Exchange>
§position_limit: Option<Int>
§nt_position_limit: Option<Int>
§issuer: Option<FixString>
§encoded_issuer: Option<Data>
§security_desc: Option<FixString>
§encoded_security_desc: Option<Data>
§security_xml: Option<XmlData>
§security_xml_schema: Option<FixString>
§pool: Option<FixString>
§contract_settl_month: Option<MonthYear>
§cp_program: Option<CpProgram>
§cp_reg_type: Option<FixString>
§evnt_grp: Option<Vec<EvntGrp>>
§dated_date: Option<LocalMktDate>
§interest_accrual_date: Option<LocalMktDate>
§instrument_parties: Option<Vec<InstrumentParties>>
§contract_multiplier_unit: Option<ContractMultiplierUnit>
§flow_schedule_type: Option<FlowScheduleType>
§restructuring_type: Option<RestructuringType>
§seniority: Option<Seniority>
§notional_percentage_outstanding: Option<Percentage>
§original_notional_percentage_outstanding: Option<Percentage>
§attachment_point: Option<Percentage>
§detachment_point: Option<Percentage>
§strike_price_determination_method: Option<StrikePriceDeterminationMethod>
§strike_price_boundary_method: Option<StrikePriceBoundaryMethod>
§strike_price_boundary_precision: Option<Percentage>
§underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>
§opt_payout_type: Option<OptPayoutType>
§complex_events: Option<Vec<ComplexEvents>>
§agreement_desc: Option<FixString>
§agreement_id: Option<FixString>
§agreement_date: Option<LocalMktDate>
§agreement_currency: Option<Currency>
§termination_type: Option<TerminationType>
§start_date: Option<LocalMktDate>
§end_date: Option<LocalMktDate>
§delivery_type: Option<DeliveryType>
§margin_ratio: Option<Percentage>
§und_instrmt_grp: Option<Vec<UndInstrmtGrp>>
§side: Side
§stipulations: Option<Vec<Stipulations>>
§qty_type: Option<QtyType>
§order_qty: Option<Qty>
§cash_order_qty: Option<Qty>
§order_percent: Option<Percentage>
§rounding_direction: Option<RoundingDirection>
§rounding_modulus: Option<Float>
§lot_type: Option<LotType>
§ord_type: Option<OrdType>
§price_type: Option<PriceType>
§price: Option<Price>
§price_protection_scope: Option<PriceProtectionScope>
§stop_px: Option<Price>
§trigger_type: Option<TriggerType>
§trigger_action: Option<TriggerAction>
§trigger_price: Option<Price>
§trigger_symbol: Option<FixString>
§trigger_security_id: Option<FixString>
§trigger_security_id_source: Option<FixString>
§trigger_security_desc: Option<FixString>
§trigger_price_type: Option<TriggerPriceType>
§trigger_price_type_scope: Option<TriggerPriceTypeScope>
§trigger_price_direction: Option<TriggerPriceDirection>
§trigger_new_price: Option<Price>
§trigger_order_type: Option<TriggerOrderType>
§trigger_new_qty: Option<Qty>
§trigger_trading_session_id: Option<FixString>
§trigger_trading_session_sub_id: Option<FixString>
§peg_offset_value: Option<Float>
§peg_price_type: Option<PegPriceType>
§peg_move_type: Option<PegMoveType>
§peg_offset_type: Option<PegOffsetType>
§peg_limit_type: Option<PegLimitType>
§peg_round_direction: Option<PegRoundDirection>
§peg_scope: Option<PegScope>
§peg_security_id_source: Option<FixString>
§peg_security_id: Option<FixString>
§peg_symbol: Option<FixString>
§peg_security_desc: Option<FixString>
§discretion_inst: Option<DiscretionInst>
§discretion_offset_value: Option<Float>
§discretion_move_type: Option<DiscretionMoveType>
§discretion_offset_type: Option<DiscretionOffsetType>
§discretion_limit_type: Option<DiscretionLimitType>
§discretion_round_direction: Option<DiscretionRoundDirection>
§discretion_scope: Option<DiscretionScope>
§pegged_price: Option<Price>
§pegged_ref_price: Option<Price>
§discretion_price: Option<Price>
§target_strategy: Option<TargetStrategy>
§strategy_parameters_grp: Option<Vec<StrategyParametersGrp>>
§target_strategy_parameters: Option<FixString>
§participation_rate: Option<Percentage>
§target_strategy_performance: Option<Float>
§currency: Option<Currency>
§compliance_id: Option<FixString>
§solicited_flag: Option<Boolean>
§time_in_force: Option<TimeInForce>
§effective_time: Option<UtcTimestamp>
§expire_date: Option<LocalMktDate>
§expire_time: Option<UtcTimestamp>
§exec_inst: Option<Vec<ExecInst>>
§aggressor_indicator: Option<Boolean>
§order_capacity: Option<OrderCapacity>
§order_restrictions: Option<Vec<OrderRestrictions>>
§pre_trade_anonymity: Option<Boolean>
§cust_order_capacity: Option<CustOrderCapacity>
§last_qty: Option<Qty>
§calculated_ccy_last_qty: Option<Qty>
§last_swap_points: Option<PriceOffset>
§underlying_last_qty: Option<Qty>
§last_px: Option<Price>
§underlying_last_px: Option<Price>
§last_par_px: Option<Price>
§last_spot_rate: Option<Price>
§last_forward_points: Option<PriceOffset>
§last_mkt: Option<Exchange>
§trading_session_id: Option<TradingSessionId>
§trading_session_sub_id: Option<TradingSessionSubId>
§time_bracket: Option<FixString>
§last_capacity: Option<LastCapacity>
§leaves_qty: Qty
§cum_qty: Qty
§avg_px: Option<Price>
§day_order_qty: Option<Qty>
§day_cum_qty: Option<Qty>
§day_avg_px: Option<Price>
§tot_no_fills: Option<Int>
§last_fragment: Option<Boolean>
§fills_grp: Option<Vec<FillsGrp>>
§gt_booking_inst: Option<GtBookingInst>
§trade_date: Option<LocalMktDate>
§transact_time: Option<UtcTimestamp>
§report_to_exch: Option<Boolean>
§commission: Option<Amt>
§comm_type: Option<CommType>
§comm_currency: Option<Currency>
§fund_renew_waiv: Option<FundRenewWaiv>
§spread: Option<PriceOffset>
§benchmark_curve_currency: Option<Currency>
§benchmark_curve_name: Option<BenchmarkCurveName>
§benchmark_curve_point: Option<FixString>
§benchmark_price: Option<Price>
§benchmark_price_type: Option<Int>
§benchmark_security_id: Option<FixString>
§benchmark_security_id_source: Option<FixString>
§yield_type: Option<YieldType>
§yield_: Option<Percentage>
§yield_calc_date: Option<LocalMktDate>
§yield_redemption_date: Option<LocalMktDate>
§yield_redemption_price: Option<Price>
§yield_redemption_price_type: Option<Int>
§gross_trade_amt: Option<Amt>
§num_days_interest: Option<Int>
§ex_date: Option<LocalMktDate>
§accrued_interest_rate: Option<Percentage>
§accrued_interest_amt: Option<Amt>
§interest_at_maturity: Option<Amt>
§end_accrued_interest_amt: Option<Amt>
§start_cash: Option<Amt>
§end_cash: Option<Amt>
§traded_flat_switch: Option<Boolean>
§basis_feature_date: Option<LocalMktDate>
§basis_feature_price: Option<Price>
§concession: Option<Amt>
§total_takedown: Option<Amt>
§net_money: Option<Amt>
§settl_curr_amt: Option<Amt>
§settl_currency: Option<Currency>
§settl_curr_fx_rate: Option<Float>
§settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>
§handl_inst: Option<HandlInst>
§min_qty: Option<Qty>
§match_increment: Option<Qty>
§max_price_levels: Option<Int>
§display_qty: Option<Qty>
§secondary_display_qty: Option<Qty>
§display_when: Option<DisplayWhen>
§display_method: Option<DisplayMethod>
§display_low_qty: Option<Qty>
§display_high_qty: Option<Qty>
§display_min_incr: Option<Qty>
§refresh_qty: Option<Qty>
§max_floor: Option<Qty>
§position_effect: Option<PositionEffect>
§max_show: Option<Qty>
§booking_type: Option<BookingType>
§text: Option<FixString>
§encoded_text: Option<Data>
§settl_date_2: Option<LocalMktDate>
§order_qty_2: Option<Qty>
§last_forward_points_2: Option<PriceOffset>
§multi_leg_reporting_type: Option<MultiLegReportingType>
§cancellation_rights: Option<CancellationRights>
§money_laundering_status: Option<MoneyLaunderingStatus>
§regist_id: Option<FixString>
§designation: Option<FixString>
§trans_bkd_time: Option<UtcTimestamp>
§exec_valuation_point: Option<UtcTimestamp>
§exec_price_type: Option<ExecPriceType>
§exec_price_adjustment: Option<Float>
§priority_indicator: Option<PriorityIndicator>
§price_improvement: Option<PriceOffset>
§last_liquidity_ind: Option<LastLiquidityInd>
§cont_amt_grp: Option<Vec<ContAmtGrp>>
§instrmt_leg_exec_grp: Option<Vec<InstrmtLegExecGrp>>
§copy_msg_indicator: Option<Boolean>
§misc_fees_grp: Option<Vec<MiscFeesGrp>>
§dividend_yield: Option<Percentage>
§manual_order_indicator: Option<Boolean>
§cust_directed_order: Option<Boolean>
§received_dept_id: Option<FixString>
§cust_order_handling_inst: Option<Vec<CustOrderHandlingInst>>
§order_handling_inst_source: Option<OrderHandlingInstSource>
§trd_reg_timestamps: Option<Vec<TrdRegTimestamps>>
§volatility: Option<Float>
§time_to_expiration: Option<Float>
§risk_free_rate: Option<Float>
§price_delta: Option<Float>
§rate_source: Option<Vec<RateSource>>
Implementations§
Trait Implementations§
source§impl Clone for ExecutionReport
impl Clone for ExecutionReport
source§fn clone(&self) -> ExecutionReport
fn clone(&self) -> ExecutionReport
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moresource§impl Debug for ExecutionReport
impl Debug for ExecutionReport
source§impl From<ExecutionReport> for Message
impl From<ExecutionReport> for Message
source§fn from(msg: ExecutionReport) -> Message
fn from(msg: ExecutionReport) -> Message
Converts to this type from the input type.