Deribit FIX Execution Reports - Order Status and Trade Confirmations

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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 Deribit
11	`ClOrdID`	String	No	Deribit replaces this field with its 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
152	`CashOrderQty`	Qty	No	Present only for value based orders (where the order size was specified as a USD amount, e.g. BTC & ETH inverse futures and perpetuals). When present, it equals `OrderQty`(`38`) and reflects the USD amount. Absent for quantity based orders
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, may 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

Overview

Session Management

Market Data

Order Management

Position Management

User Management

Market Maker Protection

Mass Quoting

Trade Capture

Security Definition

Changes Log

Execution Reports(8) — Production FIX API

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