[This message was posted by anand pandey of Barclays Capital <[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/58cfa2af - PLEASE DO NOT REPLY BY MAIL.]
Leaves quantity always refer to how much left with exchange . So whenever you would cancel an order there's nothing left with exchange so 151=0( 14=0 for new order cancel, 14=qty for part filled order) > 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 -~----------~----~----~----~------~----~------~--~---
