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Allocations
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NoAllocs in Replace/Cancel Messages
Puneet Sood 24 Feb 2006 2:30PM ETWhat should be the value of NoAllocs in a cancel allocation message? The FIX 4.2 spec is not explicit about this. Since all previous allocations are cancelled, I think the value of NoAllocs should be 0.
In a similar manner, the replace should only contain the allocs that are still valid.
Is my understanding correct? If not, what should be filled in for the allocation sub-groups in replace and cancel messages.
Thanks,
Puneet
NoAllocs in Replace/Cancel Messages Puneet Sood 24 Feb 2006 2:30PM ET
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