[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "4.4 Changes" discussion forum at http://fixprotocol.org/discuss/17. You can reply to it on-line at http://fixprotocol.org/discuss/read/23f214a7 - PLEASE DO NOT REPLY BY MAIL.]
Scenario seems inconsistent. Step 3 says that order cancel has not been actioned yet. This means that there is no knowledge about the intended cancellation and thus OrderStatus=Pending Cancel is not possible when reporting the fill. You would need to "look ahead" to know that a cancel is coming while preparing the unsolicited report for the fill. I would rather assume sequential processing of requests. Regards, Hanno. > > Agree that as per protocol,Pending Cancel is not possible on a > > filled order. > > Actually you can have a pending cancel for a filled order. See the > following scenario: > > 1. Order has Open qty left > 2. Client sends in OrderCancel > 3. Before Order Cancel is actioned. Remaining qty is filled on the > Order. 4. The client will receive 150=Trade 39=Pending Cancel. (Note > Pending Cancel has a higher ord status precedence than Filled) > 4. The client then should receive a OrderCancelReject rejecting his > cancelled as the order has been filled [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 -~----------~----~----~----~------~----~------~--~---
