[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/aeab2961 - PLEASE DO NOT REPLY BY MAIL.]
The standard option is always to use the Text (58) tag. This will work if you do not need to convey other information in the context of a trade cancel. Adding one "locally" only works for internal tags >10000, otherwise it needs to be one between 5000 and 9999 registered on the FPL website. I guess what you are looking for should be called TradeCxlReason and have a list of pre-defined values and Reserved100Plus datatype for user-defined values. The closest one I found is 6042 CxlReason which should apply for orders, quotes and trades (executions). I suggest to use that tag if you do not want to submit a gap analysis for an extension of the FIX standard. Regards, Hanno. > We sometimes need to cancel trades, and do this by setting ExecType in > execution reports and trade capture reports to TRADE_CANCEL. > > However, we would also like to convey the reason for the cancellation, > and I cannot find an appropriate FIX tag for that purpose. Is there one > that I missed? > > If not, what's the recommended way to proceed? Just add one and keep the > number and name local, or to try to add it to one of the 5/6/7/9nnn > lists of custom tags? > > Staffan [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 -~----------~----~----~----~------~----~------~--~---
