[This message was posted by Hanno Klein of Deutsche Börse Systems <[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/7d2daf55 - PLEASE DO NOT REPLY BY MAIL.]
OrderQty should always be provided, its content in case of a rejection is debatable. For instance, if you ask about the status of an order without having the authorization to see this information, should you still return the actual quantity? I do not think so but you could return a zero qty instead of omitting the field. The case is different for an unauthorized modification. You could echo back the quantity received instead of zero. I consider the spec to be clear about the need to have a qty field in the ExecutionReport. At the same time, your engine should be prepared for non-standard behavior in general, especially if you do not have the power to "convince" the sender otherwise. A rejection w/o a qty is one of these cases as the qty field will not add any information to you and people might argue to omit it. Regards, Hanno. > FIX spec for version 4.4 states that "One of CashOrderQty, OrderQty, or > (for CIV only) OrderPercent is required." in <OrderQtyData> block. > > In response to my New Order Single(D) (where tag 38 is specified) > I receive: > 1) Execution Report-New(8) with tag 38 specified and > 2) Execution Report-Reject(8) without tag 38 > > Is this behavior correct? Is it possible to skip OrderQty(38) tag in > Execution Report-Reject message? [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 -~----------~----~----~----~------~----~------~--~---
