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Re: How to represent partial return via Trade Capture Report
Hanno Klein / Deutsche Börse <>
11 Aug 2011 10:51AM ET Does partial "return" mean partial fill? What is wrong with ExecutionReport, ExecType=F (Trade), OrdStatus=1 (Partially Filled)? Maybe you do send an ER to the trader and then a TCR to your back office system which is fine. Maybe an ER is sufficient yor your purposes, hard to tell w/o additional context. The TCR represents your half of the trade, i.e. TrdCapRptSideGrp would have a single entry. It seems you also use multileg instruments or why do you refer to TrdInstrmtLegGrp?
> Hi,
>
> We are using FIXML (v5) to communicate between front and back systems.
>
> One point we are not sure about is how to represent a partial return.
>
> Currently thinking that this is a TradeCaptureReport with a TrdCapRptSideGrp or TrdInstrmtLegGrp for the partial amount/details.
>
> Does that sound right - or should we be using a different message type, perhaps?
>
> Thanks,
> Chris
Re: How to represent partial return via Trade Capture Report
Hanno Klein / Deutsche Börse 11 Aug 2011 10:51AM ET
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