[This message was posted by kofil ali of Aspect capital <[email protected]> to the "4.0 Session" discussion forum at http://fixprotocol.org/discuss/12. You can reply to it on-line at http://fixprotocol.org/discuss/read/e3e293e8 - PLEASE DO NOT REPLY BY MAIL.]
Hi Guys, I wonder if someone can help me here. Yesterday I had a problem where we sent a cancel\replace for a price to our broker, we did not recive an ACK back from the broker to say that they have recived the price replace message, instead four minutes later we recive a fill back for that order with the new price. I am in discussion with the broker to find out why we did not recive the ACK and why we had a four minute delay in the getting the fill back. Initial conversations seem to suggest that the broker might have suffered a disconnection with the exchange after we sent the cancel replace. However once the connection is restored I expect the messages to come back in a sequence, i.e, ack for the replace first and then the fill execution report. Any one come across this behaviour before? Many Thanks Kofil [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.
