[This message was posted by Xavier Bruyet of Ullink <[email protected]> to the "List Trading" discussion forum at http://fixprotocol.org/discuss/16. You can reply to it on-line at http://fixprotocol.org/discuss/read/b1bf6245 - PLEASE DO NOT REPLY BY MAIL.]
Hi, Are we really supposed to use a ListStatus message to reject a ListCancelRequest message. Since the BusinessMessageReject message specification states: In response to: * List Cancel Request Use the Order Cancel Reject message What does it mean? Regards, Xavier. > > I was wondering if there is a simple way to reject a List Cancel Request > > message (MsgType=K). For single order cancels, there is a special > > message type for rejections (MsgType=9); however, I do not see the > > analog for lists. The List Status message is not suitable and requires > > detailed information for each order in the List. What is the correct way > > to do this? > > The Fix 4.4 specification indicates that the ListStausMessage(MsgType = N) > may be used to respond to a ListCancelMessage(MsgType = K) on page 138 of > Volume 4 in the description of the ListStatusMessage. > > It is my interpretation that a ListStatusMessage is the correct message to > reject a ListCancelMessage. The ListStatusMessage should be sent with > ListStatusType(429)=2 (Response), ListOrderStatus(431)=7 (Reject) and > ListStatusTest(444) explaining which ListCancelMessage was rejected and why. > To avoid having to include all of the order details, NoOrders can be set to > 0. > > Alternatively, a BusinessMessageReject(MsgType = j) could be sent with > BusinessRejectReason(379)=0 (Other) and Text(58) set to the reason for the > reject. > > Andrew Broome > TransactTools > [email protected] [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.
