|
General Q/A
< Previous Next >
Re: Population of tag 39 and 150 in ExecReport (after a Reject)
John Prewett / Lava Trading
24 Feb 2010 11:27AM ET Hi Christian,
Problems with quantity reduction are typically never trivial and cause huge amounts of issues in trading systems (IMHO).
According to the protocol, the CancelReplaceRequest should be accepted.
The ExecReport to convey this has the following fields:
o ExecType=replaced
o OrdStatus=filled
I will point you at the FIX.5.0SP2 docs which tend to show the latest thinking, which is also probably applicable to whatever version of the protocol you are using. Please read Volume 4 Appendix D example c.3.b.
I hope this helps.
JohnP
Re: Population of tag 39 and 150 in ExecReport (after a Reject)
John Prewett / Lava Trading 24 Feb 2010 11:27AM ET
|
