Discussion Forums

Re: Fill and Partial fill messages on Fix4.4
Jason Chung <>
15 Jul 2008 12:09PM 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?

try to understand your question:

you want to see a message with have these tag
....150=6_39=2...

or

....150=E_39=2...

I never see above combination, so I dont think it is possible. How can you have a pending cancel while the order already fill?

so get a cancel reject type message.

please correct me if I am wrong

Regards,
Jason

Reply to this


Fill and Partial fill messages on Fix4.4
sunilkumar T M / UBS   14 Jul 2008 2:56AM ET
Re: Fill and Partial fill messages on Fix4.4
Hanno Klein / Deutsche Börse Systems   15 Jul 2008 10:28AM ET
Re: Fill and Partial fill messages on Fix4.4
sunilkumar T M   15 Jul 2008 11:16PM ET
Re: Fill and Partial fill messages on Fix4.4
Jason Chung   15 Jul 2008 12:09PM ET
Re: Fill and Partial fill messages on Fix4.4
sunilkumar T M   15 Jul 2008 11:27PM ET
Re: Fill and Partial fill messages on Fix4.4
Mark Thomson / LC   16 Jul 2008 6:28PM ET
Re: Fill and Partial fill messages on Fix4.4
sunilkumar T M   16 Jul 2008 9:40PM ET
Re: Fill and Partial fill messages on Fix4.4
Carfield Yim / JPMorgan Chase   18 Jul 2008 6:18AM ET