[This message was posted by Mahesh Kumaraguru of <[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/79968e70 - PLEASE DO NOT REPLY BY MAIL.]
Sanjay, In FIXimate (http://fixprotocol.org/FIXimate3.0/en/FIX.4.2/body_494857.html) the description for OrdStatus (39) in page for OrderCancelReject is "OrdStatus value after this cancel reject is applied." In the OrderCancelReject (MsgType = 9) that is received from MCX by your FIX engine, OrderStatus (39) = Rejected (8) indicates the original order with ClOrdID = 325001 itself was rejected. Now your FIXEngine is trying to CancelReplace the rejected order ClOrdID = 325001 with ClOrdID = 325003, so the CancelReplaceRequest was also rejected. Regards, K. Mahesh > Sanjay, > > You should really be investigating this with the support staff at the > exchange to determine why they rejected your cancel/replace request. And > as Dennis suggested, you need to look at the exchange's FIX interface > specification to determine what error code "503" is, as that is not a > standard FIX error code for that field. > > > > Dennis, > > > > The ClOrdID is 325003 because we had sent another (2nd new) order > > before deciding to cancel the 1st order (whose ClOrdID is 325001). So, > > I think that, there is no problem there.... > > > > Thanks - Sanjay > > > > > Sanjay, > > > > > > Your OrigClOrdID is 325001 in your message, yet ClOrdID is 325003. > > > > > > Is it possible the order was already changed and the OrigClOrdID > > > should be 325002? (Hence the rejection saying the "order has > > > changed".) > > > > > > As regards your comment re: mass cancel request, I think you need to > > > check the MCX spec to see if they are using non-standard error code > > > values in tag 102. > > > > > > Having CxlRejReason (102) = 530 does not mean the response has > > > anything to do with a mass cancel. You are confusing the tag > > > MassCancelRequestType (530) with the *value* of tag 102. This is > > > incorrect. > > > > > > Hope that helps. > > > > > > Regards, > > > > > > Dennis > > > > > > > Folks, > > > > > > > > We are facing an issue with placing OrderCancelRepaceReqest [FIX > > > > Msg Type G] with MCX India (FIX 4.2). When we place such a request > > > > we get the following FIX response: > > > > > > > > Header BeginString [8R] = FIX.4.2 BodyLength [9R] = 219 MsgSeqNum > > > > [34R] > > > > = 106 MsgType [35R] = 9 PossDupFlag [43] = ORIGINAL_TRANSMISSION > > > > = [N] > > > > SenderCompID [49R] = xxxxxx SendingTime [52R] = 20091113- > > > > 12:05:31 TargetCompID [56R] = xxxxxx Body ClOrdID [11R] = 325003 > > > > OrderID [37R] > > > > = 109111300000265 OrdStatus [39R] = REJECTED [8] OrigClOrdID > > > > = [41R] = > > > > 325001 Text [58] = 0|Order with id 109111300000265 has changed. > > > > TransactTime [60] = 20091113-12:03:39 ExecBroker [76] = xxxxx > > > > CxlRejReason [102] = 530 ClientID [109] = xxxxx CustomerOrFirm > > > > [204] > > > > = FIRM [1] CxlRejResponseTo [434R] = 2 ClearingFirm [439] = xxxxx > > > > Trailer CheckSum [10R] = 008 > > > > > > > > This is NOT a MassCancelRequest, so why do I get : CxlRejReason > > > > [102] = 530 ? > > > > > > > > Also why do we see: "0|Order with id ....... has changed" ? > > > > > > > > Any help will be appreciated. > > > > > > > > > > > > Thanks in advance. - Sanjay assamese-at-hotmail-dot-com [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.
