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4.2 Changes
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Re: OrderCancelReplace after Partial Fill - Tag38
sonitta peeler / Bank Of America
10 Oct 2008 4:56PM ET> All,
>
> I have a question about how this case should be handled. I looked in the
> spec and couldn't find this scenario.
>
> 1. I send a NOS (38=74, LIMIT, 44=107.6)
> 2. I receive ack that it is NEW. 3. I receive a partial fill (38=74,
> 32=1, 151=73, 44=107.59) 4. I then send a CancelReplaceRequest
> (44=107.6, 38=74???) 5. I receive a partial fill (38=73, 32=1,
> 151=72, 44=107.6) 6. I receive a partial fill (38=73, 32=19, 151=53,
> 44=107.6) 7. I receive a fill (38=73, 32=53, 151=0, 44=107.6).
>
> I think there are a few problems with this. My issue is mostly with #4.
> When I send out the CancelReplace what should tag 38 be? Should it be 74
> (original orderqty) OR should it be 73 (the unfilled quantity)?
>
> And finally the last fill came in with 150=2, 39=2. Should I have
> received a final partial fill with a quantity of 53 and THEN
> received a fill?
>
> There might be something wrong with the partial fills because of
> something we are doing. This is from a simulated exchange that we've
> created in house. I can change both sides, I just want to know how the
> FIX spec defines this scenario.
>
> thanks!
OrderQty should not change, i see when you are sending partial fills you are sending 38=73, this is OrderQty not LeavesQty, so it shouldn't change, try keeping it as it is and see if it works.
Thanks
Sonitta
Re: OrderCancelReplace after Partial Fill - Tag38
sonitta peeler / Bank Of America 10 Oct 2008 4:56PM ET
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