Discussion Forums

FIX 4.2, Transaction Matrix D8
R. Endian / Exchange Technologies Group
17 Dec 2003 5:08PM ET

Does anyone else find the scenario in D8 a little surprising? Specifically, after an order is received and COMPLETELY filled, a Cancel/Replace is received which I would expect to be REJECTED, given that the order was completely filled and closed. However, the matrix shows the Cancel/Replace being accepted and applied, essentially re-opening the order for the incremental quantity? How long after an order is filled must it remain available for increases in quantity?

Any feedback or thoughts on this are greatly appreciated.


FIX 4.2, Transaction Matrix D8
R. Endian / Exchange Technologies Group   17 Dec 2003 5:08PM ET
re: FIX 4.2, Transaction Matrix D8
John Greenan / Alignment Systems   17 Dec 2003 7:03PM ET