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4.4 Changes
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Re: Fill and Partial fill messages on Fix4.4
sunilkumar T M
15 Jul 2008 11:27PM 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
'am talking about messages with
39=6,150=F
39=E,150=F
Agree that as per protocol,Pending Cancel is not possible on a filled order.However Pending Replace is possible.See example C.1.c– Filled order, followed by cancel/replace request to increase order quantity (volume 4,fix4.4 specification document)
Re: Fill and Partial fill messages on Fix4.4
sunilkumar T M 15 Jul 2008 11:27PM ET
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