[This message was posted by Elton Melo of Santander - Altec Brasil <[email protected]> to the "4.2 Changes" discussion forum at http://fixprotocol.org/discuss/5. You can reply to it on-line at http://fixprotocol.org/discuss/read/dd8c7c5c - PLEASE DO NOT REPLY BY MAIL.]
Hello, I'm reviewing again the FIX specs for Bovespa (São Paulo Stock Exchange) and BM&F (Brazilian Mercantile & Futures Exchange). Let's say: - a Client sends a NewOrder for 1000 shares; - the Exchange sends an ExecutionReport with OrdStatus = New; - the Client sends an OrderCancelRequest; - the Exchange sends an ExecutionReport canceling the order: OrdStatus = Canceled (39=4), ExecType = Canceled (150=4). My question is about LeavesQty (tag 151) in this last ExecutionReport: - in Bovespa FIX, LeavesQty=0 (nothing *will be* traded); - in BM&F FIX, LeavesQty=1000 (nothing *was* traded). I would like to know how other Exchange Houses proceed in this case. Thanks! [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 -~----------~----~----~----~------~----~------~--~---
