CAT FIX specification clarification request.

2

Hi Daniel,

thank you for your analysis. I hope I can clarify your questions as follows:

  1. TrdRegTimestampType(770)=32 (Trade cancellation time) explicitly refers to the cancellation of an execution or trade. It maps to the CAT field cancelTimestamp in the MEOT event (Trade). 770=1 (Execution time) is intended for the actual execution and not for its later cancellation.
    What would be the use case for 770=32 if it is not a cancellation of an execution or trade?
    Please also see https://www.fixtrading.org/recommended-practicesguidelines for the detailed CAT/FIX mapping.

  2. EP253 had a design error (duplicate fields in tagvalue syntax) that was rescinded with a new Gap Analysis that has just been put out for public review (PUBLIC COMMENT PERIOD - Related Orders Proposal). Tag numbers will change, the extension will be the same.

  3. RefOrderIDSource(1081)=9 (parent order identifier) refers to whatever ID the parent order has. It maps to the CAT field parentOrderID in the MEIR (internal route) and MECO (child order) event. I would recommend to use the system assigned order identifier, i.e. OrderID(37) as source.

Regards,
Hanno.