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4.4 Changes
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Re: Fill and Partial fill messages on Fix4.4
Hanno Klein / Deutsche Börse Systems <>
15 Jul 2008 10:28AM ET> Hi All,
>
> As per FIX4.4 specifications, fills and partial fills are reported back
> with ExecType=F. The fill / partial-fill messages when the
> order is in Pending Replace / Pending Cancel are reported back with
> 150=F and [39 = E or 39 = 6]. Is there any definite way to identify a
> message as fill in this scenario?
Which piece of the specs do you refer to exactly? The ExecType (150=F) tells you that a fill occurred, the quantities tell you if it was partial or full and 39 (OrdStatus) tells you that you still have an outstanding replace or cancel (scenario D.1.a, Vol 4, page 58)
Re: Fill and Partial fill messages on Fix4.4
Hanno Klein / Deutsche Börse Systems 15 Jul 2008 10:28AM ET
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