|
General Q/A
< Previous Next >
Re: Fix 4.3 LastQty
John Prewett / Lava Trading
26 May 2009 12:13PM ET> Thanks, One more question. What we actually get back is tag 150=2 and
> tag 32 is missing. There is no prior execution on the order (ack).
>
> It seems we should always receive tag 32 on the last fill.
>
> Thanks, let me know Howard
150=PartialFill(1) & 150=Filled(2) are deprecated with FIX.4.3 and have been replaced with 150=F(Trade).
So you shouldn't receive them.
If you do receive them over a FIX.4.3 session, you should discuss the issue with the company that sent you the message.
Meanwhile, back in the real world, when you do happen to receive them, treat them as being 100% identical with 150=F(Trade), at which point LastQty(32) is a required field. So if you receive an ExecutionReport with 150=2 and the message doesn't contain LastQty(32), that is an error and you should respond with a BusinessMessageReject(MsgType=j) or a session level Reject (MsgType=3). Preferably a BusinessMessageReject.
JohnP
Re: Fix 4.3 LastQty
John Prewett / Lava Trading 26 May 2009 12:13PM ET
|
