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5.0 SP1 Feedback
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Re: FillsGrp in execution reports
Xavier Bruyet / Ullink
2 Feb 2010 10:24AM ET Thank you.
> Yes, the FillsGrp only offers the possibility to bundle executions to
> align with the matching engine (a match could create more than one
> fill). The reported fills are entities of their own and I do not see a
> reason to limit changes to the entire match that once caused the fills
> to be reported in a single ExecutionReport.
>
> In any case you need to check the Rules of Engagement of the marketplace
> sending you ExecutionReports and using the FillsGrp. FIX does not impose
> any restrictions here.
>
> > Good day all,
> >
> > If I receive a trade with a FillsGrp component:
> >
> > for example, 35=8|17=AAA|1362=2|1363=BBB|1363=CCC|
> >
> > 17 (ExecID) 1363 (FillExecID)
> >
> > Is there a chance that I receive a trade cancel/correct refering AAA?
> >
> > Is there a chance that I receive a trade cancel/correct refering
> > BBB or CCC?
> >
> > Regards, Xavier.
Re: FillsGrp in execution reports
Xavier Bruyet / Ullink 2 Feb 2010 10:24AM ET
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