Custom documentation for the model 'Advanced Tutorial'

This is a stripped-down version of the 'Advanced Tutorial' model documentation, that only contains information about Execution Report messages, ExecType enumeration types, and Parties repeating groups.

Execution Report messages

These are the fields of ExecutionReport messages:

TagNameRequiredTypeValidations
37OrderID✔string
17ExecID✔string
150ExecType✔ExecType
39OrdStatus✔OrdStatus
54Side✔Side
38OrderQty✔float
151LeavesQty✔float
14CumQty✔float
58Textstring
Parties✔
Parties (repeating group)
18ExecInst✔
Set(ExecInst)

These are the validation statements of ExecutionReport messages:

OrderIDis required
ExecIDis required
ExecTypeis required
OrdStatusis required
Sideis required
OrderQtyis required
LeavesQtyis required
CumQtyis required
Partiesis required
ExecInstis required
Execution type

The type ExecType supports the following constructors:

CaseTag
New0
DoneForDay3
Canceled4
Replaced5
PendingCancel6
Stopped7
Rejected8
Suspended9
PendingNewA
CalculatedB
ExpiredC
RestatedD
PendingReplaceE
TradeF
TradeCorrectG
TradeCancelH
OrderStatusI

The underlying encoding is char. Fields of type ExecType as commonly used as part of ExecutionReport messages.

Parties

The full list of fields of Parties repeating groups can be found below:

TagNameRequiredType
453NoPartyIDs✔int
448PartyID✔string
10002PartyIndex✔int
PtysSubGrp✔
PtysSubGrp (repeating group)