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Population of tag 39 and 150 in ExecReport (after a Reject)
Christiaan de Vries / Baxter-FX
24 Feb 2010 11:07AM ET Hi all,
I have a question on tags 39 and 150 in ExecReports. (It's not 100% clear for me after reading the protocol documents on what the contents should be in the following situation, I'd like to get some more senior people to comment if possible..)
A) Order is sent in by customer for 2 million
B) Customer receives a PendingNew (39=A 150=A )
C) Customer receives a New (39=0 150=0 )
D) Customer receives a partial fill for 1,5 million (39=1 150=1 )
E) Customer wants to lower the original quantity to 1,5 million with a Replace message
F) Broker denies the request (as the (new) OrderQty cannot be equal to or less than CumQty!) and sends out a Reject message
G) As follow up, broker sends out a ExecReport message (39=? 150=? )
The question:
- What should be the contents for tags 39 and 150 in step G?
Looking forward to your reactions!
Christiaan de Vries
Baxter-FX.com
Population of tag 39 and 150 in ExecReport (after a Reject)
Christiaan de Vries / Baxter-FX 24 Feb 2010 11:07AM ET
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