What I've seen for FIX 4.4 on 35=G orders is one of these cases: 39=E ... replacement pending 39=5 ... replaced (but possibly with 14=N, where N is number partially filled, during interval on exchange-side between initial 35=G order and when replacement occurred)
I've never seen a 35=G order resulting in a 39=1 response. On Jan 5, 7:00 pm, '4.4 Changes' forum at fixprotocol.org <[email protected]> wrote: > [This message was posted by Ryan Pierce (FPL Technical Director) of FIX > Protocol Ltd. <[email protected]> to the "4.4 Changes" discussion > forum athttp://fixprotocol.org/discuss/17. You can reply to it on-line > athttp://fixprotocol.org/discuss/read/9275d495- PLEASE DO NOT REPLY BY MAIL.] > > > I am sorry to intrude but was hoping you could help. I have the same > > issue and "OrdStatus indicates the current status of the order" is stil > > confusing to me. > > > My situation is that I have an exchange sending Fix 4.4 39=5, my FIX 4.4 > > engine does not support this value and so I reject the execution report. > > > My interpretation is that if the exchange replace my order (off the back > > of a 35=G)then the logical value for them to send would be 39=5. If this > > is no longer available what value are you suggesting they use? > > > Hope you can help > > The two most common values for OrdStatus in FIX 4.4 when ExecType=5 are 0 - > New (if no shares have traded on the order) or 1 - Partially filled (if > anything has traded on the order.) > > The FIX 4.4 spec has state change matrices that illustrate this. The > Cancel/Replace examples are in sections C and D. > > [You can unsubscribe from this discussion group by sending a message to > mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
