[This message was posted by Greg Malatestinic of Jordan & Jordan <[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/5fc6e559 - PLEASE DO NOT REPLY BY MAIL.]
After step 2 the original order (11=1001) is gone and should never be mentioned again. So if you receive executions for ClOrdID 1001 I would reply with a DK. However, the message in step 3 makes me believe the broker is experiencing some sort of race condition with it's outbound queues since 97=Y indicates that this information may have been previously sent in a message with a different sequence number. So in this case I'd reply with a DK and also issue an OrderStatus to force the broker to reiterate the position. -Greg > > 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 -~----------~----~----~----~------~----~------~--~---
