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Refer D3 – Cancel request issued for a zero-filled order in FIX-42-with_errata_20010501.pdf Page 209 (211/283) > 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 -~----------~----~----~----~------~----~------~--~---
