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Re: Partial Fill is Finishing Order
John Prewett / Lava Trading 19 May 2009 5:18PM ET > If I have an order that filled but with two partials. Would the second
> and last partial be of ExecType Fill or ExecType Partial Fill?
>
> Thanks,
>
> Tim
With FIX versions up to FIX.4.2, the correct answer would be ExecType=Fill(2). This is illustrated in the FIX.4.2 specification Appendix D example D1.
With FIX versions after FIX.4.2, both these ExecTypes have been superseded by ExecType=Trade(F), thus removing the previous anomaly.
I hope this helps.
JohnP
Re: Partial Fill is Finishing Order John Prewett / Lava Trading 19 May 2009 5:18PM ET |