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Allocations
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Re: NoAllocs in Replace/Cancel Messages
Dan Norcross <> 27 Feb 2006 4:19PM ETPuneet,
Typically when AllocTransType=Cancel you do not provide any allocation groups, so you do not need to set the NoAllocs field at all.
For a replace, the new allocation groups will override those specified in the original Allocation message. So yes, you should provide only those allocations groups that are still valid.
Dan Norcross
TransactTools
www.transacttools.net
> What should be the value of NoAllocs in a cancel allocation message? The
> FIX 4.2 spec is not explicit about this. Since all previous allocations
> are cancelled, I think the value of NoAllocs should be 0.
>
> In a similar manner, the replace should only contain the allocs that are
> still valid.
>
> Is my understanding correct? If not, what should be filled in for the
> allocation sub-groups in replace and cancel messages.
>
> Thanks, Puneet
Re: NoAllocs in Replace/Cancel Messages Dan Norcross 27 Feb 2006 4:19PM ET
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