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Re: Fix 4.3 LastQty
Howard Greenblatt / Portware <>
26 May 2009 12:00PM ET > > Is lastqty ,tag 32 ,required on an execution filled trade. While in
> > the doc. it has an "N" , that seems to apply only to certain types of
> > trades such as "29 - Order status request rejected for unknown order"
> > Looking at the very first item in the matrix , it seems it is
> > required.
> >
> > Does anyone do where I can get a definitive answer on this
> >
> > Thanks Howard
>
> LastQty is conditionally required in an ExecutionReport, depending on
> ExecType(Tag 150).
>
> Using FIXimate for FIX.4.3 and displaying ExecutionReport, I can see the
> following text accompanying LastQty:
>
> Quantity (e.g. shares) bought/sold on this (last) fill. Required if
> ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the
> quantity stopped/guaranteed/protected for.
>
>
> So if ExecType=Trade(F) or TradeCorrect(G), this field is required.
>
> With regard to the examples (you quote example 29 from Chapter 4), I
> imagine for backwards compatibility (when it was called LastShares), you
> are welcome to set LastQty=0 for ExecType=New(0) as this is not a
> required field and indicates very little value. Now I believe this is
> probably an error in example 29 as LastQty changed from being a
> mandatory field in an ExecutionReport in FIX.4.2 to being conditionally
> required in FIX.4.3. So you are welcome to send it in ExecTypes where it
> isn't actually required or optional, but then it should contain zero and
> be of no consequence - at which point you would have been better to have
> not sent it!
>
> I hope this helps.
>
> JohnP
Thanks,
One more question. What we actually get back is tag 150=2 and tag 32 is missing. There is no prior execution on the order (ack).
It seems we should always receive tag 32 on the last fill.
Thanks, let me know
Howard
Re: Fix 4.3 LastQty
Howard Greenblatt / Portware 26 May 2009 12:00PM ET
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