Discussion Forums

Can this be a partial fill?
Raheel Rao <>
13 Mar 2008 1:01PM ET

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


Can this be a partial fill?
Raheel Rao   13 Mar 2008 1:01PM ET
Re: Can this be a partial fill?
Sunil Bopche / MErrill Lynch   13 Mar 2008 9:02PM ET
Re: Can this be a partial fill?
Tushar Deshpande / Citigroup   13 Mar 2008 9:38PM ET
Re: Can this be a partial fill?
Tushar Deshpande / Citigroup   13 Mar 2008 9:43PM ET
Re: Can this be a partial fill?
Sunil Singh / Tata Consultancy Services   13 Mar 2008 11:20PM ET
Re: Can this be a partial fill?
Raheel Rao   14 Mar 2008 11:20AM ET