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4.4 Changes
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Fill and Partial fill messages on Fix4.4
sunilkumar T M / UBS 14 Jul 2008 2:56AM ETHi All,
As per FIX4.4 specifications, fills and partial fills are reported back with ExecType=F.
The fill / partial-fill messages when the order is in Pending Replace / Pending Cancel are reported back with 150=F and [39 = E or 39 = 6]. Is there any definite way to identify a message as fill in this scenario?
Fill and Partial fill messages on Fix4.4 sunilkumar T M / UBS 14 Jul 2008 2:56AM ET
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