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Re: Fill and Partial fill messages on Fix4.4
Carfield Yim / JPMorgan Chase
18 Jul 2008 6:18AM ET

> > Agree that as per protocol,Pending Cancel is not possible on a
> > filled order.
>
> Actually you can have a pending cancel for a filled order. See the
> following scenario:
>
> 1. Order has Open qty left
> 2. Client sends in OrderCancel
> 3. Before Order Cancel is actioned. Remaining qty is filled on the
> Order. 4. The client will receive 150=Trade 39=Pending Cancel. (Note
> Pending Cancel has a higher ord status precedence than Filled)
> 4. The client then should receive a OrderCancelReject rejecting his
> cancelled as the order has been filled

Yes, we encounter this case a lot, and then ClOrdID mess up. Do you think which layer should handle this situation? OMS layer? Or Exchange Connectivity layer?

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