[This message was posted by Witold Sames of Portware <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/73e8b992 - PLEASE DO NOT REPLY BY MAIL.]
Lok, I am not sure you'd want to send cancel requests in the scenarios you describe. While not technically prohibited, it would be good for an application to wait for a "positive" response before proceeding. "Positive" means (1) an execution report with order status = new, and (2) an execution report with order status = replaced. It is possible to "rapid fire" replace requests (see also order state change matrices D16 and D17 in the FIX 4.2 specifications), but I believe waiting for a positive response is the cleaner way to implement. You may even consider GUI validation (if your application has a GUI) such that sending a cancel or replace request on orders in some form of pending state (unacknowledged, pending new, pending cancel, pending replace) is not allowed for the user. --ws > Does FIX 4.2 allow following two actions? > > 1. sending Order Cancel Request (msgType=F) for pending new order? > e.g.: time 1: sending Order - Single (msgType=D) time 2: sending Order > Cancel Request (msgType=F) (* no execution report is received > between time 1 and time 2) > > 2. sending Order Cancel Request (msgType=F) for pending replace order? > e.h.: time 1: sending Order - Single(msgType=D) time 2: receiving > Execution Report(msgType=8,execType=new,ordStatus=new) time 3: > sending Order Cancel/Replace Request (msgType=G) time 4: sending > Order Cacnel Request (msgType=F) (* no execution report is received > between time 3 and time 4) [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 -~----------~----~----~----~------~----~------~--~---
