Clarification of execution fields

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Imported from previous forum

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I am currently trying to map the field names of our internal trade capture and routing system to FIX standards.

If we receive an execution from an exchange, what is the most appropriate generic FIX field to use for:

  • the price at which the execution was done? Is it LastPx, Price or StopPx?
  • the quantity traded? Is it LastShares, Shares, BuyVolume/sellVolume, totalVolumeTraded or TotalNumSecurities?
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[Correction, I meant ExecType vs. ExecTransType]
Execution Report
ExecTransType=New
ExecType=Partial Fill or Fill
LastShares is quantity of last execution (fill)
LastPx is price of last execution (fill)

> I am currently trying to map the field names of our internal trade capture and routing system to FIX standards.
>
> If we receive an execution from an exchange, what is the most appropriate generic FIX field to use for:
> - the price at which the execution was done? Is it LastPx, Price or StopPx?
> - the quantity traded? Is it LastShares, Shares, BuyVolume/sellVolume, totalVolumeTraded or TotalNumSecurities?
>
>