[This message was posted by Howard Greenblatt of Portware <[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/7b6ea552 - PLEASE DO NOT REPLY BY MAIL.]
> > Is lastqty ,tag 32 ,required on an execution filled trade. While in > > the doc. it has an "N" , that seems to apply only to certain types of > > trades such as "29 - Order status request rejected for unknown order" > > Looking at the very first item in the matrix , it seems it is > > required. > > > > Does anyone do where I can get a definitive answer on this > > > > Thanks Howard > > LastQty is conditionally required in an ExecutionReport, depending on > ExecType(Tag 150). > > Using FIXimate for FIX.4.3 and displaying ExecutionReport, I can see the > following text accompanying LastQty: > > Quantity (e.g. shares) bought/sold on this (last) fill. Required if > ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the > quantity stopped/guaranteed/protected for. > > > So if ExecType=Trade(F) or TradeCorrect(G), this field is required. > > With regard to the examples (you quote example 29 from Chapter 4), I > imagine for backwards compatibility (when it was called LastShares), you > are welcome to set LastQty=0 for ExecType=New(0) as this is not a > required field and indicates very little value. Now I believe this is > probably an error in example 29 as LastQty changed from being a > mandatory field in an ExecutionReport in FIX.4.2 to being conditionally > required in FIX.4.3. So you are welcome to send it in ExecTypes where it > isn't actually required or optional, but then it should contain zero and > be of no consequence - at which point you would have been better to have > not sent it! > > I hope this helps. > > JohnP Thanks, One more question. What we actually get back is tag 150=2 and tag 32 is missing. There is no prior execution on the order (ack). It seems we should always receive tag 32 on the last fill. Thanks, let me know Howard [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 -~----------~----~----~----~------~----~------~--~---
