Fills returned to your OMS from FlexNOW follow the FIX standard. We also include these custom tags (with the caveat that your broker provides them on their execution messages to FlexNOW):
| Tag | Name | Expected value(s) |
|---|---|---|
| 851 | LastLiquidityIndicator | Either 1, 2, or 3 (Added Liquidity, Removed Liquidity or Liquidity Routed Out |
| 20001 | BrokerLEI | LEI of executing broker |
| 50076 | Desk | Broker desk where trade executed |
Fill execution
8=FIX.4.2|9=359|35=8|34=1158|49=FLEXNOW|52=20190610-06:23:02.571|56=OMS_NAME|57=OMSUserID|115=FLEXNOW_FIRMID|128=OMS Provider|6=195.25|11=OMS_ORDER_ID_1|14=4|17=Parent-0001808221011S1|20=0|30=XLON|31=27453|32=1|37=FLEXNOW_ORDER_ID|38=6|39=1|40=1|54=2|55=VOD LN Equity|60=2019061006:23:02.414|76=Broker Name|150=1|151=2|20001=BrokerLEI|50076=DMA|10=032|
FlexNOW returns new order, done for day, cancelled, replaced, corrections and busts as standard executions that conform to the FIX specification.