Imported from previous forum
Dear all,
For bust execution (Execution Cancel). On the FIX message, we will ge tag 20=1 (or 2), how about that 39 (order status).
If there’s only 1 execution for my order, if we receive bust exectuion, on the same FIX messagea, tag 20=1, at the same time, I should recieve 39=0 (New), or is it?
Thanks in advance
[ original email was from Tom Ogden - tom.ogden@royalblue.com ]
All,
Note however that in 4.1 and above, if there is a pending cancel/replace outstanding, you need to be careful, as certain OrdStatus values take precedence over others.
Appendix D is your friend!