[This message was posted by Hanno Klein of Deutsche Börse Systems <[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/22ee8cf0 - PLEASE DO NOT REPLY BY MAIL.]
Why would you respond to the second request prior to the first one? You could just queue the second one to process them in order. This seems to be the simplest solution. If you want to immediately reject any requests on orders that have not reached status NEW then you could use PENDING NEW to express this. Alternatively, you can use OrdStatus=REJECTED, CxlRejReason=1=Unknown Order. The latter does not allow the submitter to modify or cancel an order before having received a confirmation which might be less desirable. The former creates a non-deterministic behavior because you accept or reject a modification based on you having sent NEW, regardless whether the submitter has also seen NEW or not. The submitter will therefore not see a rejection in some cases even though he has not seen the ExecutionReport with NEW yet. Regards, Hanno. > Hi, > > While a new order is not yet acknowledged (i.e. not yet replied with NEW > execution report). There comes another FIX amendment/cancellation > request on the same order. Just wonder what OrdStatus(31) value should > be returned in OrderCancelReject message to reject the > amendment/cancellation request. Is it appropriate to return NEW(0)? > > Thanks, > > Mike [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.
