[This message was posted by Azmat Mohammed of <[EMAIL PROTECTED]> to the "4.2 Changes" discussion forum at http://fixprotocol.org/discuss/5. You can reply to it on-line at http://fixprotocol.org/discuss/read/b7ffa186 - PLEASE DO NOT REPLY BY MAIL.]
All, I have a question about how this case should be handled. I looked in the spec and couldn't find this scenario. 1. I send a NOS (38=74, LIMIT, 44=107.6) 2. I receive ack that it is NEW. 3. I receive a partial fill (38=74, 32=1, 151=73, 44=107.59) 4. I then send a CancelReplaceRequest (44=107.6, 38=74???) 5. I receive a partial fill (38=73, 32=1, 151=72, 44=107.6) 6. I receive a partial fill (38=73, 32=19, 151=53, 44=107.6) 7. I receive a fill (38=73, 32=53, 151=0, 44=107.6). I think there are a few problems with this. My issue is mostly with #4. When I send out the CancelReplace what should tag 38 be? Should it be 74 (original orderqty) OR should it be 73 (the unfilled quantity)? And finally the last fill came in with 150=2, 39=2. Should I have received a final partial fill with a quantity of 53 and THEN received a fill? There might be something wrong with the partial fills because of something we are doing. This is from a simulated exchange that we've created in house. I can change both sides, I just want to know how the FIX spec defines this scenario. thanks! [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
