Discussion Forums

Multiple Pending Cancel Replaces
John Crumley <>
26 Aug 2005 5:07PM ET

Is it acceptable to reject intermediate cancel replaces and accept the final one?

For example, a new order is received, then a first cancel/replace, and then a second cancel replace before the first cancel/replace has been accepted. (See example 20 in volume 4 but message 9 would accept Z instead of rejecting it)

Thanks for any help or thoughts,

John


Multiple Pending Cancel Replaces
John Crumley   26 Aug 2005 5:07PM ET
Re: Multiple Pending Cancel Replaces
ricky godinho / bloomberg   27 Aug 2005 4:35AM ET