[This message was posted by eric kou of Yuanta Security <eric....@gmail.com> 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/651ec1ee - PLEASE DO NOT REPLY BY MAIL.]
Tag 20 and tag 38 should also be taken into account in your cases. See D19, D20 and D21 for examples on unsolicited cancel, replace and reduction. > Dears, I would like your help about tag 150 (ExecType) when busting an > execution. Let's say: > > # 1 > - Client sends a new order for 5000 > - Exchange executes 5000 (fill) > - Exchange busts 5000, they won't be opened again (i.e. order is > cancelled, LeavesQty=0) > * Question: how should be tag 150 (ExecType) in this "bust execution"? > > ............................................ > > # 2 > - Client sends a new order for 6000 > - Exchange executes 2000 (partial fill) > - Exchange busts 2000, they won't be opened again (i.e. LeavesQty will > be 4000, not 6000) > * Question: how should be tag 150 (ExecType) in this "bust execution"? > > ............................................ > > # 3 > - Client sends a new order for 7000 > - Exchange executes 3000 (partial fill) > - Exchange cancels the balance of 4000 > - Exchange busts 3000, they won't be opened again (i.e. LeavesQty will > be 0, not 3000) > * Question: how should be tag 150 (ExecType) in this "bust execution"? > > ............................................ > > # 4 > - Client sends a new order for 8000 > - Exchange executes 2000 (partial fill) > - Exchange executes 6000 (fill) > - Exchange busts 2000, they won't be opened again (i.e., LeavesQty will > be 0, not 2000) > * Question: how should be tag 150 (ExecType) in this "bust execution"? > - Exchange busts 6000, they won't be opened again (i.e., LeavesQty will > be 0, not 6000) > * Question: how should be tag 150 (ExecType) in this "bust execution"? [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+10093...@fixprotocol.org] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to FIX-Protocol@googlegroups.com To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
