[This message was posted by John Prewett of Lava Trading <[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/9580ab97 - PLEASE DO NOT REPLY BY MAIL.]
Hi Christian, Problems with quantity reduction are typically never trivial and cause huge amounts of issues in trading systems (IMHO). According to the protocol, the CancelReplaceRequest should be accepted. The ExecReport to convey this has the following fields: o ExecType=replaced o OrdStatus=filled I will point you at the FIX.5.0SP2 docs which tend to show the latest thinking, which is also probably applicable to whatever version of the protocol you are using. Please read Volume 4 Appendix D example c.3.b. I hope this helps. JohnP [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.
