[This message was posted by Amiya Acharya of FTIL <[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/dc0c76a7 - PLEASE DO NOT REPLY BY MAIL.]
Till you are getting the Replaced status i.e 150=5, your 38 should not change. When you receive 150=5 and in your 35=G you want to change 38 then after it will maintain the new value in 38. As far as partial fill & fills are concern, it effects to Tag# 14,151,30,31 and 32 but not 38. Amiya. > > 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 -~----------~----~----~----~------~----~------~--~---
