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General Q/A
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Re: Population of tag 39 and 150 in ExecReport (after a Reject)
Jay De Young / Chicago Mercantile Exchange <>
24 Feb 2010 11:49AM ET Behaviors such as this are subject to the rules of engagement.
In the case of reduction in quantity - there are behaviors supported by some exchanges that allow the indicated quantity to be interpreted as the quantity remaining open to be filled. Again, this behavior and the corresponding messaging values are described in the rules of engagement for the exchange.
> 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)
Jay De Young / Chicago Mercantile Exchange 24 Feb 2010 11:49AM ET
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