I haven't seen this before. However, an open, partially filled order could be subject to an unsolicited cancellation from the broker/exchange.
On Jun 11, 7:35 am, 'General Q/A' forum at fixprotocol.org <[email protected]> wrote: > [This message was posted by Adam Szojda of Windsor Brokers Ltd. > <[email protected]> to the "General Q/A" discussion forum > athttp://fixprotocol.org/discuss/22. You can reply to it on-line > athttp://fixprotocol.org/discuss/read/47697813- PLEASE DO NOT REPLY BY MAIL.] > > 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.
