[This message was posted by Sudhir Ananthayya of Omnesys Technologies <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/df9a5597 - PLEASE DO NOT REPLY BY MAIL.]
John, Was going through the fix threads and came to know about your problem. CancelOrderReq is not bad. Whenever you try to cancel an order your tag 11 value will have aq new value and your tag 41 value will have the Original Client order id. I am speaking with reference to fix 4.2 See the logs below which i got in my fix engine connector for cancel. New order from client in : 8=FIX.4.2|9=157|35=D|34=294|49=abcd|56=pqrs|52=20090717-06:20:55|1=1S|11=F00000221003/2009-07-17-02:20|21=1|38=1|40=2|44=1|54=1|55=ACC|59=0|60=20090717-06:20:55|100=NS|10=190| Fix Connector engine respone out : 8=FIX.4.2|9=243|35=8|34=295|52=20090717-06:20:55.962|49=pqrs|56=abcd|39=A|20=0|150=A|11=F00000221003/2009-07-17-02:20|1=1S|21=1|54=1|55=ACC|59=0|37=90717000000002|40=2|38=1|44=1.00|14=0|151=1|32=0|31=0.00|6=0.0000|60=20090717-06:20:55|17=B09071700000001|10=013| out : 8=FIX.4.2|9=243|35=8|34=296|52=20090717-06:20:55.970|49=pqrs|56=abcd|39=0|20=0|150=0|11=F00000221003/2009-07-17-02:20|1=1S|21=1|54=1|55=ACC|59=0|37=90717000000002|40=2|38=1|44=1.00|14=0|151=1|32=0|31=0.00|6=0.0000|60=20090717-06:20:55|17=B09071700000002|10=236| (order is open now) Client sends order cancel request in : 8=FIX.4.2|9=163|35=F|34=408|49=abcd|56=pqrs|52=20090717-07:23:33|11=F00000221057/2009-07-17-03:23|21=1|38=1|41=F00000221003/2009-07-17-02:20|54=1|55=ACC|60=20090717-07:23:33|10=044| Order gets cancelled out : 8=FIX.4.2|9=276|35=8|34=436|52=20090717-07:23:33.406|49=pqrs|56=abcd|39=6|20=0|150=6|11=F00000221057/2009-07-17-03:23|1=1S|21=1|41=F00000221003/2009-07-17-02:20|54=1|55=ACC|59=0|37=90717000000002|40=2|38=1|44=1.00|14=0|151=1|32=0|31=0.00|6=0.0000|60=20090717-07:23:33|17=B09071700000055|10=088| out : 8=FIX.4.2|9=276|35=8|34=437|52=20090717-07:23:33.408|49=pqrs|56=abcd|39=4|20=0|150=4|11=F00000221057/2009-07-17-03:23|1=1S|21=1|41=F00000221003/2009-07-17-02:20|54=1|55=ACC|59=0|37=90717000000002|40=2|38=1|44=1.00|14=0|151=1|32=0|31=0.00|6=0.0000|60=20090717-07:23:33|17=B09071700000056|10=088| Hope these logs may solve your doubts. Sudhir > I am ashamed to admit that I am being unsure of ClOrdID usage > when canceling an order that is in a pending replace state. Here > is a scenario: > > ->NewOrderSingle(ClOrdID=A) <-ExecReport(OrdStatus=New; ClOrdID=A) <- > ReplaceRequest(ClOrdID=B; OrigClOrdID=A) <-CancelRequest(ClOrdID=C; > OrigClOrdID=A) > > My first question: Is the CancelRequest bad? I would have expected the > CancelRequest to have OrigClOrdID=B. But officially, order A is still > alive and so it might be appropriate to try and cancel it. > > Now let's move onto the second issue, which presumes the CancelRequest > is acceptable (which I may say I would disagree with). If the > CancelRequest is accepted and the ReplaceRequest is completed first, how > do you respond to the CancelRequest? Example: - > >NewOrderSingle(ClOrdID=A) <-ExecReport(ExecType=New; ClOrdID=A) <- > ReplaceRequest(ClOrdID=B; OrigClOrdID=A) <-CancelRequest(ClOrdID=C; > OrigClOrdID=A) ->ExecReport(ExecType=Replaced; ClOrdID=B; OrigClOrdID=A) > ->ExecReport(ExecType=Canceled; ClOrdID=C; OrigClOrdID=?) > > Should the final ExecReport indicate OrigClOrdID=A, matching the > CancelRequest? If so, surely that would be bad as order A is definitely > no longer live. Should the final ExecReport indicate OrigClOrdID=B? If > so, this wouldn't match the CancelRequest. > > I appreciate light being shed upon this darkness. > > JohnP [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 -~----------~----~----~----~------~----~------~--~---
