Imported from previous forum
[ original email was from Maria Ischuk - mbb@orcsoftware.com ]
My client based on FIX Protocol v 4.1
And I have strange situation with my server. I don’t know is it correct or not…
I send first order buy 2000@100 with CLOrdID=12
I send second order sell 2000@101 with ClOrdID=13
I modify first order to buy 2000@101 with ClOrdID=14( OrigClOrdID=12)
In this situation I’ve received two ExecutionReport with ExecType(FILLED) and OrderStatus(Filled) for ClOrdID=13 and ClOrdID=14.
And I didn’t receive any ExecutionReport about status of my modifying.
In so situation should I consider that modify of my order with ClOrdID=12 was succesfully?.
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> My client based on FIX Protocol v 4.1
> And I have strange situation with my server. I don’t know is it correct or not…
>
> I send first order buy 2000@100 with CLOrdID=12
> I send second order sell 2000@101 with ClOrdID=13
> I modify first order to buy 2000@101 with ClOrdID=14( OrigClOrdID=12)
>
> In this situation I’ve received two ExecutionReport with ExecType(FILLED) and OrderStatus(Filled) for ClOrdID=13 and ClOrdID=14.
> And I didn’t receive any ExecutionReport about status of my modifying.
> In so situation should I consider that modify of my order with ClOrdID=12 was succesfully?.
That situation is not FIX compliant. The Appendix D (or 4.3 equivalent) of all FIX 4.x protocol versions require two messages in response to a successful Cancel/Replace request. The first message acknowledges receipt of the request, indicating that the cancel/replace is pending, and the second indicates that the cancel/replace has completed.