[This message was posted by Xavier Bruyet of Ullink <[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/18120c6b - PLEASE DO NOT REPLY BY MAIL.]

Thank you.

> 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.

  • [FIX] Re: FillsGrp in exec... '5 . 0 SP1 Feedback' forum at fixprotocol . org
    • [FIX] Re: FillsGrp in... '5 . 0 SP1 Feedback' forum at fixprotocol . org

Reply via email to