​
ExecutionReport (35=8)

Sent by the exchange to provide an update on a submitted order.

TagNameTypeRequiredDescription
11ClOrdIDstringYAn identifier specified by the sender to uniquely identify other messages relating to this request.
41OrigClOrdIDstringCAn identifier matching the ClOrdID from the OrderSingle or OrderCancelReplaceRequest if this execution report belongs to an OrderCancelRequest or an OrderCancelReplaceRequest.
880TrdMatchIDstringCA unique ID provided on trade messages that is affiliated with the match. The same ID is provided on both sides of the trade which can aid in self trade detection.
17ExecIDstringYA globally unique 64bit monotonically increasing integer identifier specified by Coinbase International that identifies an event generated in the system. Please reference this identifier when speaking with Coinbase International Support.
20ExecTransTypecharYIndicates whether this message is original or an amendment.

The potential values include:
0 = New
1 = Cancel
2 = Correct

All original messages get marked as New. Trade busts get marked as Cancel and trade corrections get marked as Correct. The trade bust and correct functionality will get implemented at a future date.
37OrderIDstringYA unique identifier assigned by the exchange for the order. Please use this ID when referencing the order for support.
453NoPartyIDsintCMarks the beginning of the Parties repeating group component. Currently a max of 1 party is supported to specify the portfolio UUID. In the future additional parties may get added.

Supported values:
1 = Specify portfolio UUID or client UUID

If no party is specified the message applies to the default portfolio UUID affiliated with the API key.
→ 448
PartyIDstringCThe unique identifier used to represent the party entry.
→ 452
PartyRoleintCThe type of party entry that the PartyID (448) value represents.

Currently supports:
3 = Client ID
24 = Customer account

The Customer Account (24) value indicates the PartyID value contains the UUID of the portfolio affiliated with the message. The Client ID (3) value indicates the PartyID value contains the UUID of a client managed by the broker (only applies to brokers).
150ExecTypecharYThe type of execution report indicating what happened to the order.

Potential values include:
0 = New
1 = Partial Fill
2 = Fill
4 = Canceled
5 = Replaced
6 = Pending Cancel
8 = Rejected
A = Pending New
C = Expired
E = Pending Replace
L = Stop Triggered
39OrdStatuscharYIdentifies the current state of the order.
The potential values include:
0 = New
1 = Partially Filled
2 = Filled
4 = Canceled
5 = Replaced
6 = Pending Cancel
8 = Rejected
A = Pending New
E = Pending Replace
C = Expired
103OrdRejReasonintCUsed for reject messages, a set of code based references for common types of rejects.

The potential values include:
0 = Unknown
1 = Invalid order parameter
2 = Price violation
55SymbolstringYSymbol of the instrument being traded (e.g. BTC-USDC or BTC-PERP)
54SidecharYSide of the order, valid options:

1 = Buy
2 = Sell
38OrderQtydecimalCRequired for limit orders. The quantity specified on the order.
40OrdTypecharYThe order type specified on the order.
44PricedecimalCRequired for limit orders. Price specified on the order.
99StopPxdecimalCRequired for stop orders. The stop price specified on the order.
15CurrencystringYThe currency used for prices and commission values reflected in this message.
59TimeInForcecharNTime in force specified on the order. The following values are supported:

1 = Good Till Cancel (GTC, up to 30 days)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
6 = Good Till Time (GTT, up to 30 days)
126ExpireTimeutc timestampCRequired when TimeInForce (59) is set to GTT (6). Specifies the time when a GTT order expires.
18ExecInstcharCThe execution instruction flags for the order. Multiple values should be space delimited. Currently supports:

6 = Post only
E = Close only
32LastQtydecimalCRequired for trades (150=1 or 150=2). Represents the total amount of the order’s specified OrderQty that traded.
31LastPxdecimalCRequired for trades (150=1 or 150=2). Price in the currency (tag 15) at which the LastQty (tag 32) amount traded.
151LeavesQtydecimalYThe amount of the OrderQty that remains open for further execution.
14CumQtydecimalYThe total amount of the OrderQty that has traded so far including the LastQty amount if applicable (i.e., if 150=1 or 150=2).
6AvgPxdecimalYThe average price in Currency (tag 15) of the CumQty (tag 14) traded at so far including the current trade if applicable (i.e., if 150=1 or 150=2).
60TransactTimeutc timestampYThe original time that this execution report occurred (useful for replays).
58TextstringNA text message that gets populated when the context of the execution report requires explanation (e.g. rejects or unsolicited cancels).
851LastLiquidityIndintCProvided for trades (150=1 or 150=2). Provides context on how the order traded on the exchange for use in reference to trading fees.

Values include:
1 = Added liquidity
2 = Removed liquidity
136NoMiscFeesintCUsed for trades (150=1 or 150=2). Provides information on the fees affiliated with the transaction. If specified and the value is > 0 it marks the beginning of a repeating group of the following 3 tags.
→ 137
MiscFeeAmtdecimalCThe total fee amount in units of MiscFeeCurr
→ 138
MiscFeeCurrstringCThe currency the fee amount is charged in (e.g. USDC)
→ 139
MiscFeeTypestringCSpecifies the type of fee. Values may include:

4 = Exchange fees
7 = Other
14 = Security lending
8000SelfTradePreventionStrategycharYThe self trade prevention strategy associated with the order.

The following values specify what to do when two orders submitted by the same Organization/Account attempt to match:
N = Cancel aggressing order
Q = Cancel both orders
O = Cancel resting order
D = Decrement and cancel smaller order
Default if not specified is Cancel both orders (Q).
847TargetStrategyintCSpecifies the trading strategy. The following value is supported:

1001 = TWAP

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TradeCaptureReport (35=AE)

Sent by the exchange when a trade occurs from an automated liquidation or liquidation triggered position transfer.

TagNameTypeRequiredDescription
828TrdTypeintYIndicates the type of trade for the liquidation:

0 = Regular trade
3 = Transfer

A regular trade occurs when the exchange’s liquidation engine automatically places orders in the open market. A transfer happens when the account gets closed out and the position goes to another participant that specializes in closing out liquidated positions.
830TransferReasonstringCUsed when TydType (828) = Transfer (3) to indicate the transfer context.

Values include:
LIQUIDATED
ASSIGNED

The LIQUIDATED value indicates a position getting transferred out of the portfolio. The ASSIGNED value indicates a position getting transferred into the portfolio (only applicable for LSP portfolios).
880TrdMatchIDstringYA unique ID provided on trade messages that is affiliated with the match. The same ID is provided on both sides of the trade which can aid in self trade detection.
17ExecIDstringYA globally unique 64bit monotonically increasing integer identifier specified by Coinbase International that identifies an event generated in the system. Please reference this identifier when speaking with Coinbase International Support.
820TradeLinkIDstringYAn identifier used to track all trades linked with the current phase of the liquidation process. Changes each time the portfolio gets flagged for handling by liquidation engine or if the portfolio gets transferred to liquidation specialists.
55SymbolstringYSymbol of the instrument being traded (e.g. BTC-USDC or BTC-PERP)
32LastQtydecimalCRepresents the total amount of the asset that traded.
31LastPxdecimalCPrice in the currency (tag 15) at which the LastQty (tag 32) amount traded.
60TransactTimeutc timestampYThe original time that this execution report occurred (useful for replays).
552NoSidesintYMarks the beginning of the repeating group for sides and will always be set to 1.
→ 54
SidecharYSide of the trade, valid options:

1 = Buy
2 = Sell
→ 453
NoPartyIDsintCMarks the beginning of the Parties repeating group component. Currently a max of 1 party is supported to specify the portfolio UUID. In the future additional parties may get added.

Supported values:
1 = Specify portfolio UUID or client UUID

If no party is specified the message applies to the default portfolio UUID affiliated with the API key.
→→ 448
PartyIDstringCThe unique identifier used to represent the party entry.
→→ 452
PartyRoleintCThe type of party entry that the PartyID (448) value represents.

Currently supports:
3 = Client ID
24 = Customer account

The Customer Account (24) value indicates the PartyID value contains the UUID of the portfolio affiliated with the message. The Client ID (3) value indicates the PartyID value contains the UUID of a client managed by the broker (only applies to brokers).
→ 136
NoMiscFeesintCProvides information on the fees affiliated with the transaction. If specified and the value is > 0 it marks the beginning of a repeating group of the following 3 tags.
→→ 137
MiscFeeAmtdecimalCThe total fee amount in units of MiscFeeCurr
→→ 138
MiscFeeCurrstringCThe currency the fee amount is charged in (e.g. USDC)
→→ 139
MiscFeeTypestringCSpecifies the type of fee. Values may include:

4 = Exchange fees
7 = Other
14 = Asset lending

​
Quote Status Report (35=AI)

Sent to Liquidity Providers with Quote statuses and expired Quote Requests.

  • If the Quote (S) is rejected b/c validation checks failed or it was sent too late, the response to the quoter is 297=5 (QuoteStatus = Rejected).
  • If the Quote (S) is accepted and eligible to participate in an RFQ auction, the response to the quoter is 297=16 (QuoteStatus = Active).
  • If the Quote (S) is accepted but not selected for execution, the response to the quoter is 297=17 (QuoteStatus = Canceled).
  • If the Quote (S) is accepted and selected for execution, the response to the quoter is 297=19 (QuoteStatus = Pending End Trade), followed by Execution Report - Filled.
  • If the Quote Request (r) is unmatched by ExpireTime (126) on the Quote Request, 297=7 (QuoteStatus = Expired) is broadcast to all LPs.
TagNameTypeRequiredNotes
131QuoteReqIDUUIDYUnique identifier for RFQ echoed from Quote Request
117QuoteIDUUIDYUnique identifier for Quote specified
55SymbolString32YExample: BTC-AVAX
54SideCharCBuy: 54=1, Sell: 54=2
Specified if QuoteStatus=Pending End Trade (297=19)
38OrderQtyFloat64YEchoed from Quote Request
132BidPxFloat64CEchoed from Quote
133OfferPxFloat64CEchoed from Quote
134BidSizeFloat64CEchoed from Quote
135OfferSizeFloat64CEchoed from Quote
62ValidUntilTimeUTCTimestampYEchoed from Quote Request
126ExpireTimeUTCTimestampYEchoed from Quote Request
297QuoteStatusInt32Y5 = Rejected: Quote failed validation checks or was sent too late
7 = Expired: Quote Request expired w/no match
16 = Active: Quote was acknowledged
17 = Canceled: Quote not selected b/c LP did not win auction or had insufficient funds
19 = Pending End Trade: Quote selected for execution
58TextStringCReason the Quote was rejected if QuoteStatus=5

17ExecIDStringYA globally unique 64bit monotonically increasing integer identifier specified by Coinbase International that identifies an event generated in the system. Equivalent to ExecID in ExecutionReport (9)