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Execution report and cancel reject in FIX 4.2
Giancarlo Cobino / TRADINGLAB BANCA S.p.A.
27 Nov 2003 5:34AM ET

Hi,

we are switching our order routing system from 4.0 to 4.2. right now we're close to complete User Acceptance test with our broker, but we've just a problem. our broker send to us execution report and cancel reject in the same FIX message... as shown below

<8=FIX.4.2
9=0142
35=9
34=121
49=xxxtest
50=xxx
56=xxx
52=20031127-10:08:04
43=N
97=N
37=L331800003
11=20031127000004
41=20031127000003
102=0
39=2
434=1
10=137
>

Our broker said that this is normal behavior in FIX 4.2, but we developed FIX engine in order to receive two different FIX message: the first one is execution report, the second is cancel reject.

am I right or FIX 4.2 works as my broker said?

Please, help me!!!

Giancarlo Cobino
giancarlo.cobino@tradinglab.com
TRADINGLAB® - http://www.tradinglab.com/
Corso Italia, 3 - I - 20122 Milano MI
tel. +39 02 72929811 - fax +39 02 72929309

Execution report and cancel reject in FIX 4.2
Giancarlo Cobino / TRADINGLAB BANCA S.p.A.   27 Nov 2003 5:34AM ET

re: Execution report and cancel reject in FIX 4.2
David Rhodes / TransactTools   28 Nov 2003 10:33AM ET

re: Execution report and cancel reject in FIX 4.2
Giancarlo Cobino / TRADINGLAB BANCA S.p.A.   29 Nov 2003 6:46AM ET

re: Execution report and cancel reject in FIX 4.2
David Rhodes / TransactTools   1 Dec 2003 4:40PM ET