Discussion Forums

4.4 Changes   < Previous   Next >

Re: Fill and Partial fill messages on Fix4.4
Mark Thomson / LC
16 Jul 2008 6:28PM 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)
5. The client then should receive a OrderCancelReject rejecting his cancelled as the order has been filled

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