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4.2 Changes
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Re: MaxFloor value in Order Cancel/Replace request after Partial Fill
Amiya Acharya / Financial Technologies <>
26 Jun 2012 12:07PM ET > Hi,
> We are using the FIX4.2 protocol in our trading environment.
> I would like to know what should be the value in MaxFloor (Tag 111) after Order has undergone a Partial Fill.
>
> For Eg.
> Consider the following sequence of events:
> 1) An Order Entry Request is placed with Tag 38 = 20, Tag 111 = 20,
> 2) A Partial Fill is received for this Order, Tag 38 = 20, Tag 32 = 17 and Tag 14 = 17.
> Now if a Modification request is to be placed, what should be the value in Tag 111, if only 2 shares are to be shown on the Exchange floor?
> Should it be:
> 1) Tag 111 = 2 OR
> 2) Tag 111 = (17 + 2) = 19.
>
> Regards,
> Vinay M
It should be 2. MaxFloor always considered on LeavsQty(151), in your case it is 3, so 111=2.
Amiya.
Re: MaxFloor value in Order Cancel/Replace request after Partial Fill
Amiya Acharya / Financial Technologies 26 Jun 2012 12:07PM ET
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