in fix/core/src/main/java/deltix/connector/fix/FixTradeConnector.java [675:704]
protected void makeOrderEvent(Header header, FixExecutionReport message, Contract contract, MutableOrderEvent event) {
// NB: Account and ExchangeId are not extracted from ExecutionReport by default
event.setSourceId(id);
event.setEventId(message.getExecutionId());
event.setExternalOrderId(message.getExternalOrderId());
event.setOrderStatus(FixUtil.getOrderStatus(message.getOrderStatus()));
event.setTimestampNs(clock.timeNs());
event.setSequenceNumber(header.msgSeqNum());
event.setSymbol(contract.getSymbol());
event.setInstrumentType(contract.getSecurityType());
event.setSide(FixUtil.getSide(message.getSide()));
event.setQuantity(toOrderQuantity(message.getQuantity(), contract));
event.setMinQuantity(toOrderQuantity(message.getMinQuantity(), contract));
event.setDisplayQuantity(toOrderQuantity(message.getDisplayQuantity(), contract));
event.setRemainingQuantity(toOrderQuantity(message.getRemainingQuantity(), contract));
event.setCumulativeQuantity(toOrderQuantity(message.getCumulativeQuantity(), contract));
event.setAveragePrice(toOrderPrice(message.getAveragePrice(), contract));
event.setStopPrice(toOrderPrice(message.getStopPrice(), contract));
event.setLimitPrice(toOrderPrice(message.getLimitPrice(), contract));
event.setOrderType(FixUtil.getOrderType(message.getOrderType()));
event.setTimeInForce(FixUtil.getTimeInForce(message.getTimeInForce()));
event.setExpireTime(FixUtil.getExpireTime(message.getExpireTime(), message.getExpireDate()));
event.setAttributes(null);
}