[This message was posted by Christiaan de Vries of Baxter-FX <[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/c77108e3 - PLEASE DO NOT REPLY BY MAIL.]
Hi all, I have a question on tags 39 and 150 in ExecReports. (It's not 100% clear for me after reading the protocol documents on what the contents should be in the following situation, I'd like to get some more senior people to comment if possible..) A) Order is sent in by customer for 2 million B) Customer receives a PendingNew (39=A 150=A ) C) Customer receives a New (39=0 150=0 ) D) Customer receives a partial fill for 1,5 million (39=1 150=1 ) E) Customer wants to lower the original quantity to 1,5 million with a Replace message F) Broker denies the request (as the (new) OrderQty cannot be equal to or less than CumQty!) and sends out a Reject message G) As follow up, broker sends out a ExecReport message (39=? 150=? ) The question: - What should be the contents for tags 39 and 150 in step G? Looking forward to your reactions! Christiaan de Vries Baxter-FX.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.
