[This message was posted by Zainul Abedin Abbasi of Zaintechs Consultants <[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/a986c73a - PLEASE DO NOT REPLY BY MAIL.]
Hello Ken According to the FIX messages you posted here there is no indication that the order qty is reset to 50K. There is some discontinuity between the logs in the image and the FIX messages. Can you please explain the fields I see in the image here? Thanks Zain > Thanks to your quick reply. > > I am the broker. We found this problem during UAT. > > We reject the replace request for testing purpose. Actually my question is: > > Why the order qty become 50000 (23000 working and 27000 filled) after the > last Replace rejected. > > I expect the order qty should go back to 100000 with pending qty 73000, which > is the last accepted qty. > > Please refer to this screen capture image: > > http://www.glowfoto.com/viewimage.php?img=21-091839L&rand=2924&t=jpg&m=07&y=2010&srv=img5 > (sorry about that I have provided a image hosting link) > > > > > HI Ken > > Can't really say why your replace is getting rejected, as neither tag 102 > > (CxlRejReason) nor tag 58 is set. Is there a limit on Qty. or Price which > > you are breaking? Do you have detailed specifications provided by the > > broker for replace (that will help understand if you are in compliance to > > their specifications). > > > > May be you can ask the broker to send you some logs from their side which > > can help you understand the reason for the reject. > > > > Summary of what I understood from your FIX logs: > > 1. New Order Placed (Qty 50,000 at Price 4.1) > > 2. Execution Report (Pending New) > > 3. Execution Report (New) > > 4. Replace (Qty 50,000 price 4.08) > > 5. Execution report (Pending Replace) > > 6. Execution Report (replaced) > > 7. Execution Report (Partially Filled 1000 at 4.08) > > 8. Execution Report (Partially Filled 2000 at 4.08) > > 9. Execution Report (Partially Filled 4000 at 4.08) > > 10. Replace (Qty: 100000 Price: 4.06) > > 11. Execution Report (Pending Replace) > > 12. Execution Report (Partial Fill 20,000 at 4.08) > > 13. Execution Report (Replaced Pending Qty: 73,000 Price: 4.06) > > 14. Replace (Qty: 200000 Price: 4.04) > > 15. Execution Report (Pending Replace) > > 16. Replace Reject - Tag 102 or tag 58 is not set with reason for reject. > > > > Zain > > > > > Thanks to your quick response. > > > > > > 8=FIX.4.2^9=0202^35=D^49=BLP^56=XXXXX^34=138^50=6888515^57=XXXXX^52=20100721-08:57:02^60=20100721-08:57:02^1=000000000001^38=50000^40=2^11=20100721-00006^44=4.1^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=021^ > > > 8=FIX.4.2^9=157^35=8^34=625^49=XXXXX^52=20100721-08:56:50.125^56=BLP^6=0^11=20100721-00006^14=0^17=50^20=0^31=0^32=0^37=20100721HK00000032^39=A^54=1^55=3988^150=A^151=50000^10=106^ > > > 8=FIX.4.2^9=157^35=8^34=626^49=XXXXX^52=20100721-08:57:29.046^56=BLP^6=0^11=20100721-00006^14=0^17=51^20=0^31=0^32=0^37=20100721HK00000032^39=0^54=1^55=3988^150=0^151=50000^10=083^ > > > 8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=139^52=20100721-08:58:02^10=017^ > > > 8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=140^52=20100721-08:58:02^112=C.005F.008C.0273.085802^10=145^ > > > 8=FIX.4.2^9=81^35=0^34=627^49=XXXXX^52=20100721-08:57:50.062^56=BLP^112=C.005F.008C.0273.085802^10=253^ > > > 8=FIX.4.2^9=0221^35=G^49=BLP^56=XXXXX^34=141^50=6888515^57=XXXXX^52=20100721-08:58:09^60=20100721-08:58:09^1=000000000001^38=50000^40=2^11=20100721-10013^41=20100721-00006^44=4.08^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=172^ > > > 8=FIX.4.2^9=175^35=8^34=628^49=XXXXX^52=20100721-08:57:57.109^56=BLP^6=0^11=20100721-10013^14=0^17=52^20=0^31=0^32=0^37=20100721HK00000032^39=E^41=20100721-00006^54=1^55=3988^150=E^151=50000^10=211^ > > > 8=FIX.4.2^9=175^35=8^34=629^49=XXXXX^52=20100721-08:58:12.250^56=BLP^6=0^11=20100721-10013^14=0^17=53^20=0^31=0^32=0^37=20100721HK00000032^39=5^41=20100721-00006^54=1^55=3988^150=5^151=50000^10=170^ > > > 8=FIX.4.2^9=169^35=8^34=630^49=XXXXX^52=20100721-08:58:46.968^56=BLP^6=4.08^11=20100721-10013^14=1000^17=54^20=0^31=4.08^32=1000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=49000^10=192^ > > > 8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=142^52=20100721-08:59:09^10=019^ > > > 8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=143^52=20100721-08:59:09^112=C.008D.008F.0277.085909^10=172^ > > > 8=FIX.4.2^9=81^35=0^34=631^49=XXXXX^52=20100721-08:58:57.093^56=BLP^112=C.008D.008F.0277.085909^10=020^ > > > 8=FIX.4.2^9=169^35=8^34=632^49=XXXXX^52=20100721-08:58:59.062^56=BLP^6=4.08^11=20100721-10013^14=3000^17=55^20=0^31=4.08^32=2000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=47000^10=185^ > > > 8=FIX.4.2^9=169^35=8^34=633^49=XXXXX^52=20100721-08:59:25.781^56=BLP^6=4.08^11=20100721-10013^14=7000^17=56^20=0^31=4.08^32=4000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=43000^10=191^ > > > 8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=144^52=20100721-09:00:09^10=008^ > > > 8=FIX.4.2^9=0222^35=G^49=BLP^56=XXXXX^34=145^50=6888515^57=XXXXX^52=20100721-09:00:34^60=20100721-09:00:34^1=000000000001^38=100000^40=2^11=20100721-10014^41=20100721-10013^44=4.06^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=191^ > > > 8=FIX.4.2^9=187^35=8^34=634^49=XXXXX^52=20100721-09:00:22.500^56=BLP^6=4.08^11=20100721-10014^14=7000^17=57^20=0^31=4.08^32=4000^37=20100721HK00000032^39=E^41=20100721-10013^54=1^55=3988^150=E^151=93000^10=038^ > > > 8=FIX.4.2^9=171^35=8^34=635^49=XXXXX^52=20100721-09:00:50.250^56=BLP^6=4.08^11=20100721-10013^14=27000^17=58^20=0^31=4.08^32=20000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=23000^10=002^ > > > 8=FIX.4.2^9=188^35=8^34=636^49=XXXXX^52=20100721-09:00:59.500^56=BLP^6=4.08^11=20100721-10014^14=27000^17=59^20=0^31=4.08^32=4000^37=20100721HK00000032^39=5^41=20100721-10013^54=1^55=3988^150=5^151=73000^10=069^ > > > 8=FIX.4.2^9=0222^35=G^49=BLP^56=XXXXX^34=146^50=6888515^57=XXXXX^52=20100721-09:01:33^60=20100721-09:01:33^1=000000000001^38=200000^40=2^11=20100721-10015^41=20100721-10014^44=4.04^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=193^ > > > 8=FIX.4.2^9=190^35=8^34=637^49=XXXXX^52=20100721-09:01:20.781^56=BLP^6=4.08^11=20100721-10015^14=27000^17=60^20=0^31=4.08^32=20000^37=20100721HK00000032^39=E^41=20100721-10014^54=1^55=3988^150=E^151=173000^10=184^ > > > 8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=147^52=20100721-09:01:35^112=C.0090.0093.027E.090135^10=127^ > > > 8=FIX.4.2^9=81^35=0^34=638^49=XXXXX^52=20100721-09:01:22.406^56=BLP^112=C.0090.0093.027E.090135^10=226^ > > > 8=FIX.4.2^9=122^35=9^34=639^49=XXXXX^52=20100721-09:01:34.453^56=BLP^11=20100721-10015^37=20100721HK00000032^39=8^41=20100721-10014^434=2^10=137^ [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. 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