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4.0 Session
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Re: Can this be a partial fill?
Sunil Bopche / MErrill Lynch
13 Mar 2008 9:02PM ETHi,
Ideally pending replace message (39=6) cannot be a partial fill. it's just an indication to the other side party that we have received your request and it's pending for the acceptance.
But I have seen some buy side OMS expect proper values in tag 32 and 31 in 39=6 message and some OMS want to be all zeros.
Thanks, Sunil
> Hello,
>
> I have a question related to FIX 4.0 and want to know what FIX Gurus
> think about it.
>
> Customer sends an order with for example 11=1 and then replaces that
> with a 11=2. After this cancel replace pending is sent with 39=6 and
> then a message with 39=6 is received again which also includes tag31
> (LastPx) and tag32(LastQty) and at the same time a replaced message is
> received with 39=5.
>
> The message in question here is the message which was received with
> 39=6, 31 & 32 and the clientOrderId=1, which is for the original order.
> Can this be considered as a valid partial fill as per fix4.0?
>
> Thanks, Rao Raheel
Re: Can this be a partial fill?
Sunil Bopche / MErrill Lynch 13 Mar 2008 9:02PM ET
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