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4.4 Changes
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Post Trade Cancellation
Mark Thomson / LC
17 Jun 2008 1:04AM ETCan anyone direct me as to where in the FIX spec I can find some more details regarding handling post trade cancellations via FIX 4.4 .
This is all I have thus far:
A Cancel on an execution (trade bust, ExecType (150) = Trade Cancel) happening the same day of the trade will result in CumQty (14) and DayCumQty (425) each decreasing by the quantity busted, and LeavesQty (151) increasing by the quantity busted. OrderQty (38) and DayOrderQty (424) will remain unchanged. If the business rules allow for a trade bust to be reported on a later date than the trade being busted, the OrderQty (38) and DayCumQty (425) will remain unchanged, the LeavesQty (151) and DayOrderQty (424) will increase by the quantity busted, and the CumQty (14) will decrease by the quantity busted.
I am interested in what other fields I should be populating inc OrdStatus(39) / any orthers etc. Any help appreciated.
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