[This message was posted by Zoltan Feledy of State Street Global Advisors <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/d793b376 - PLEASE DO NOT REPLY BY MAIL.]
If I understand your question correctly, all this can be achieved with Execution Report (MsgType = 8) messages. >From the specification... The Execution Report (8) message is used to: confirm the receipt of an order confirm changes to an existing order (i.e. accept cancel and replace requests) relay order status information relay fill information on working orders reject orders report post-trade fees calculations associated with a trade > Greetings, I am currently building an application to run in quickfix. > The application will automate order placement by sending buy and sells > to an order server. My question is this please : Is there support within > the fix framework (specifically the quickfix engine)for sending > confirmation details of the trade when it executes. Specifically I need > to know the symbol name, the price at which the trade executed, and > possibly the time it executed. I cant seem to locate this functionality > within the quickfix framework anywhere which I find odd since its such > an obvious requirement for automated trading purposes. If anyone could > point me in the right direction regarding how I may be able to > accomplish this in quickfix engine I would be very grateful. [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 -~----------~----~----~----~------~----~------~--~---
