[This message was posted by Ken Tsang of iAsia Online Systems Limited <[email protected]> to the "India" discussion forum at http://fixprotocol.org/discuss/54. You can reply to it on-line at http://fixprotocol.org/discuss/read/8e5f4eba - PLEASE DO NOT REPLY BY MAIL.]
Hi All, Please help, I dunno why the I got an invalid order qty (or leaves qty) after a cancel replace rejected: http://www.glowfoto.com/static_image/21-094050L/4192/jpg/07/2010/img6/glowfoto http://www.glowfoto.com/static_image/21-091839L/2924/jpg/07/2010/img5/glowfoto http://www.glowfoto.com/static_image/21-094247L/9519/jpg/07/2010/img6/glowfoto (1) new order 50,000 -> (2) pending new -> (3) new -> (4) fill 1000 -> (5) fill 2000 -> (6) fill 4000 -> (7) replace to 100,0000 -> (8) pending replace -> (9) fill 20,000 -> (10) replaced -> (11) replace to 200,000 -> (12) cancel replace rejected with order qty become 50,000. I expect the order qty should be 100,000. I think the problem due to (9), a fill come before the replaced (10). Please help. Regards, Ken [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.
