[This message was posted by Ken Tsang of <[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/8363281a - PLEASE DO NOT REPLY BY MAIL.]
Hi All, I have contact bloomberg emsx team and they replied that the problem is due to missing Tag 38 in replaced Execution Report. Thanks to your attention. Regards, Ken > Please refer to this screen capture: > > You can read the discontinue part with this image: > http://www.glowfoto.com/viewimage.php?img=21-094050L&rand=4192&t=jpg&m=07&y=2010&srv=img6 > > From this image below, the qty is 50K (working qty 23000, filled qty = > 27000). It should be working qty = 73000 and filled qty = 27000. > > http://www.glowfoto.com/viewimage.php?img=21-091839L&rand=2924&t=jpg&m=07&y=2010&srv=img5 > > This is a screen capture of bloomberg terminal. I assume bloomberg is obeying > FIX and so there is something incorrect with my FIX messages. > > Please advise. > > Regards, > Ken > > > > > > > > > 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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