[This message was posted by Kaustubh Tikekar of Charles River Development <[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/9b4d1c73 - PLEASE DO NOT REPLY BY MAIL.]
> I have a problem regarding Tag#11 Tag#41 and Tag#97 - Example > given below > > 1. 35=D 97=N 11=1001 -> 35=8 39=A -> 35=8 39=0 > > 2. 35=G 97=N 11=1003 41=1001 -> 35=8 39=E 11=1003 -> 35=8 39=5 11=1003 > Here tag#11 is changed to 1003 > > 3. 35=8 97=Y 11=1001 For this should I respond with an OrderStatus or > treat as a New Order as tag#11 is changed??? > > Thanks in advance. Amiya. Based upon on ur question: As per (1) your (ClOrdID)11 =1001, then as per (2) you are sending out a Cancel/Replace request hence 35=G (Cancel Replace Request) as a result (ClOrdID)11= 1003 (basically a new value) and tag 41 =1001 which is basically a tag telling you that the present ClOrdID references to an earlier ClordID on which a Cancel/Replace was performed. If you see clearly in (2) you are sending out a cancel replace request hence the ClOrdID tag 11 will have the same value in its Execution Report (35=8) as it had in the cancel/replace request message(35=G) , the only time this may change is if you do a cancel replace again. Hence if you again receive an execution report wiht the earlier ClOrdID as 11=1001 you can reject this with 35=3 since now the ClOrdID you are expecting is 11=1003. Thanks, Kaustubh [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 -~----------~----~----~----~------~----~------~--~---
