[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "5.0 SP1 Feedback" discussion forum at http://fixprotocol.org/discuss/55. You can reply to it on-line at http://fixprotocol.org/discuss/read/1b77c39d - PLEASE DO NOT REPLY BY MAIL.]
Yes, the FillsGrp only offers the possibility to bundle executions to align with the matching engine (a match could create more than one fill). The reported fills are entities of their own and I do not see a reason to limit changes to the entire match that once caused the fills to be reported in a single ExecutionReport. In any case you need to check the Rules of Engagement of the marketplace sending you ExecutionReports and using the FillsGrp. FIX does not impose any restrictions here. > Good day all, > > If I receive a trade with a FillsGrp component: > > for example, 35=8|17=AAA|1362=2|1363=BBB|1363=CCC| > > 17 (ExecID) 1363 (FillExecID) > > Is there a chance that I receive a trade cancel/correct refering AAA? > > Is there a chance that I receive a trade cancel/correct refering > BBB or CCC? > > Regards, Xavier. [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.
