[This message was posted by sonitta peeler of Bank Of America <[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/5da56705 - 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! OrderQty should not change, i see when you are sending partial fills you are sending 38=73, this is OrderQty not LeavesQty, so it shouldn't change, try keeping it as it is and see if it works. Thanks Sonitta [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 -~----------~----~----~----~------~----~------~--~---
