[This message was posted by Khody Azmoon of <[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/133538ad - PLEASE DO NOT REPLY BY MAIL.]
Adam, Unless I misread something, I think based on the description of LeavesQty below from FIXimate, LeavesQty having a value of 0 in the last execution report where the remaining order was rejected is okay. "Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4)." http://www.fixprotocol.org/FIXimate3.0/en/FIX.4.4/tag151.html I hope that helps. Best Regards, Khody Azmoon > Hi, > > Is execution report with OrdStatus Rejected valid after order request was > accepted and partially filled? > > My test order [FIX 4.4, forex, 35=D, 40=1, 59=3] was executed in following > sequence execution reports: > > New -> Partial fill -> Partial fill -> New (2nd time) -> Rejected > > Last 2 execution report had cumulative quantity and average price fields set > to correct values. LeavesQty was set to 0 in the last one. > > Regards, > Adam Szojda [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.
