[This message was posted by girish kumar of HCL Technologies Ltd. <[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/419526d7 - PLEASE DO NOT REPLY BY MAIL.]
>Hi, What Amiya is telling is right once you receive the replaced ER then you will get your replaced value in TAG 38 in the fix message. Until you dont receive the replace ER the value in tag 38 will be same as it was in new order. So once the order is replaced you should get 150=5 and 39=1 if the order is partially filled, in this message you will see the replaced order qty (which is 73 as mentioned by you). Regards, Girish. 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 -~----------~----~----~----~------~----~------~--~---
