The Order message (cmpi_order) is responsible for creating an Express Checkout order when TransactionAction=Order.

Transaction Type
  
Order Id Order Number
Amount Currency Code
Shipping Amount Tax Amount
Order Description Merchant Data
  
Billing First Name Shipping First Name
Billing Middle Name Shipping Middle Name
Billing Last Name Shipping Last Name
Billing Address1 Shipping Address1
Billing Address2 Shipping Address2
Billing City Shipping City
Billing State Shipping State
Billing Postal Shipping Postal
Billing Country Code Shipping Country Code
Billing Phone Shipping Phone
Buyer Email