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General Q/A
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Replace ack after order fully filled
James Dawson / A
25 Aug 2010 1:15PM ET Hi,
We have experienced an issue a few times recently and I'd like to know whether the following sequence of events is expected:
1. We send a new order (Seq: 3005)
2. The new order is acked (Seq: 3913)
3. We send a replace request. Amending only the price (Seq: 3010)
4. We receive the pending replace (Seq: 3918)
5. We receive a fill for the full quantity at the new (amended) price (Seq: 3919)
6. We then receive a replace ack (Seq: 3920)
Our systems do not expect to receive the replace ack after the order is fully filled and it seems wrong to me that we would be filled at the new price before having had the amend acked (the sequence number also show that the replace ack came after the fill).
If anyone can let me know whether this is valid it would be appreciated.
Thanks.
Replace ack after order fully filled
James Dawson / A 25 Aug 2010 1:15PM ET
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