Imported from previous forum
Hi All,
Please help, I dunno why the I got an invalid order qty (or leaves qty) after a cancel replace rejected:
http://www.glowfoto.com/static_image/21-094050L/4192/jpg/07/2010/img6/glowfoto
http://www.glowfoto.com/static_image/21-091839L/2924/jpg/07/2010/img5/glowfoto
http://www.glowfoto.com/static_image/21-094247L/9519/jpg/07/2010/img6/glowfoto
(1) new order 50,000
-> (2) pending new
-> (3) new
-> (4) fill 1000
-> (5) fill 2000
-> (6) fill 4000
-> (7) replace to 100,0000
-> (8) pending replace
-> (9) fill 20,000
-> (10) replaced
-> (11) replace to 200,000
-> (12) cancel replace rejected with order qty become 50,000.
I expect the order qty should be 100,000.
I think the problem due to (9), a fill come before the replaced (10).
Please help.
Regards,
Ken
fix messages:
8=FIX.4.2^9=0202^35=D^49=BLP^56=XXXXX^34=138^50=6888515^57=XXXXX^52=20100721-08:57:02^60=20100721-08:57:02^1=000000000001^38=50000^40=2^11=20100721-00006^44=4.1^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=021^
8=FIX.4.2^9=157^35=8^34=625^49=XXXXX^52=20100721-08:56:50.125^56=BLP^6=0^11=20100721-00006^14=0^17=50^20=0^31=0^32=0^37=20100721HK00000032^39=A^54=1^55=3988^150=A^151=50000^10=106^
8=FIX.4.2^9=157^35=8^34=626^49=XXXXX^52=20100721-08:57:29.046^56=BLP^6=0^11=20100721-00006^14=0^17=51^20=0^31=0^32=0^37=20100721HK00000032^39=0^54=1^55=3988^150=0^151=50000^10=083^
8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=139^52=20100721-08:58:02^10=017^
8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=140^52=20100721-08:58:02^112=C.005F.008C.0273.085802^10=145^
8=FIX.4.2^9=81^35=0^34=627^49=XXXXX^52=20100721-08:57:50.062^56=BLP^112=C.005F.008C.0273.085802^10=253^
8=FIX.4.2^9=0221^35=G^49=BLP^56=XXXXX^34=141^50=6888515^57=XXXXX^52=20100721-08:58:09^60=20100721-08:58:09^1=000000000001^38=50000^40=2^11=20100721-10013^41=20100721-00006^44=4.08^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=172^
8=FIX.4.2^9=175^35=8^34=628^49=XXXXX^52=20100721-08:57:57.109^56=BLP^6=0^11=20100721-10013^14=0^17=52^20=0^31=0^32=0^37=20100721HK00000032^39=E^41=20100721-00006^54=1^55=3988^150=E^151=50000^10=211^
8=FIX.4.2^9=175^35=8^34=629^49=XXXXX^52=20100721-08:58:12.250^56=BLP^6=0^11=20100721-10013^14=0^17=53^20=0^31=0^32=0^37=20100721HK00000032^39=5^41=20100721-00006^54=1^55=3988^150=5^151=50000^10=170^
8=FIX.4.2^9=169^35=8^34=630^49=XXXXX^52=20100721-08:58:46.968^56=BLP^6=4.08^11=20100721-10013^14=1000^17=54^20=0^31=4.08^32=1000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=49000^10=192^
8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=142^52=20100721-08:59:09^10=019^
8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=143^52=20100721-08:59:09^112=C.008D.008F.0277.085909^10=172^
8=FIX.4.2^9=81^35=0^34=631^49=XXXXX^52=20100721-08:58:57.093^56=BLP^112=C.008D.008F.0277.085909^10=020^
8=FIX.4.2^9=169^35=8^34=632^49=XXXXX^52=20100721-08:58:59.062^56=BLP^6=4.08^11=20100721-10013^14=3000^17=55^20=0^31=4.08^32=2000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=47000^10=185^
8=FIX.4.2^9=169^35=8^34=633^49=XXXXX^52=20100721-08:59:25.781^56=BLP^6=4.08^11=20100721-10013^14=7000^17=56^20=0^31=4.08^32=4000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=43000^10=191^
8=FIX.4.2^9=0049^35=0^49=BLP^56=XXXXX^34=144^52=20100721-09:00:09^10=008^
8=FIX.4.2^9=0222^35=G^49=BLP^56=XXXXX^34=145^50=6888515^57=XXXXX^52=20100721-09:00:34^60=20100721-09:00:34^1=000000000001^38=100000^40=2^11=20100721-10014^41=20100721-10013^44=4.06^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=191^
8=FIX.4.2^9=187^35=8^34=634^49=XXXXX^52=20100721-09:00:22.500^56=BLP^6=4.08^11=20100721-10014^14=7000^17=57^20=0^31=4.08^32=4000^37=20100721HK00000032^39=E^41=20100721-10013^54=1^55=3988^150=E^151=93000^10=038^
8=FIX.4.2^9=171^35=8^34=635^49=XXXXX^52=20100721-09:00:50.250^56=BLP^6=4.08^11=20100721-10013^14=27000^17=58^20=0^31=4.08^32=20000^37=20100721HK00000032^39=1^54=1^55=3988^150=1^151=23000^10=002^
8=FIX.4.2^9=188^35=8^34=636^49=XXXXX^52=20100721-09:00:59.500^56=BLP^6=4.08^11=20100721-10014^14=27000^17=59^20=0^31=4.08^32=4000^37=20100721HK00000032^39=5^41=20100721-10013^54=1^55=3988^150=5^151=73000^10=069^
8=FIX.4.2^9=0222^35=G^49=BLP^56=XXXXX^34=146^50=6888515^57=XXXXX^52=20100721-09:01:33^60=20100721-09:01:33^1=000000000001^38=200000^40=2^11=20100721-10015^41=20100721-10014^44=4.04^15=HKD^48=CNE1000001Z5^21=3^22=4^54=1^55=3988^207=HK^59=0^10=193^
8=FIX.4.2^9=190^35=8^34=637^49=XXXXX^52=20100721-09:01:20.781^56=BLP^6=4.08^11=20100721-10015^14=27000^17=60^20=0^31=4.08^32=20000^37=20100721HK00000032^39=E^41=20100721-10014^54=1^55=3988^150=E^151=173000^10=184^
8=FIX.4.2^9=0077^35=1^49=BLP^56=XXXXX^34=147^52=20100721-09:01:35^112=C.0090.0093.027E.090135^10=127^
8=FIX.4.2^9=81^35=0^34=638^49=XXXXX^52=20100721-09:01:22.406^56=BLP^112=C.0090.0093.027E.090135^10=226^
8=FIX.4.2^9=122^35=9^34=639^49=XXXXX^52=20100721-09:01:34.453^56=BLP^11=20100721-10015^37=20100721HK00000032^39=8^41=20100721-10014^434=2^10=137^
Ken,
your question is quite detailed and requires significant effort for somebody else to go through the log and find out what happened. This reduces your chances of getting a meaningful answer.
I suggest that you look at the spec first (FIX 4.2, Appendix D starting on page 204) and then compare the results you are getting from your application with the scenarios in the spec. I believe you will find examples that match. Then you can pinpoint the behavior differences between the spec and your application and ask for confirmation in this forum.
Regards,
Hanno.
Hi All,
Please help, I dunno why the I got an invalid order qty (or leaves qty) after a cancel replace rejected:
http://www.glowfoto.com/static_image/21-094050L/4192/jpg/07/2010/img6/glowfoto
http://www.glowfoto.com/static_image/21-091839L/2924/jpg/07/2010/img5/glowfoto
http://www.glowfoto.com/static_image/21-094247L/9519/jpg/07/2010/img6/glowfoto
(1) new order 50,000
→ (2) pending new
→ (3) new
→ (4) fill 1000
→ (5) fill 2000
→ (6) fill 4000
→ (7) replace to 100,0000
→ (8) pending replace
→ (9) fill 20,000
→ (10) replaced
→ (11) replace to 200,000
→ (12) cancel replace rejected with order qty become 50,000.I expect the order qty should be 100,000.
I think the problem due to (9), a fill come before the replaced (10).
Please help.
Regards,
Ken
Thanks to yours quick replied and I got hints from buy side support. Tag 38 is missing in replaced execution report.
I will walk through spec first before ask question here next time. Thanks a lot.
Regards,
Ken
Ken,
your question is quite detailed and requires significant effort for somebody else to go through the log and find out what happened. This reduces your chances of getting a meaningful answer.
I suggest that you look at the spec first (FIX 4.2, Appendix D starting on page 204) and then compare the results you are getting from your application with the scenarios in the spec. I believe you will find examples that match. Then you can pinpoint the behavior differences between the spec and your application and ask for confirmation in this forum.
Regards,
Hanno.Hi All,
Please help, I dunno why the I got an invalid order qty (or leaves qty) after a cancel replace rejected:
http://www.glowfoto.com/static_image/21-094050L/4192/jpg/07/2010/img6/glowfoto
http://www.glowfoto.com/static_image/21-091839L/2924/jpg/07/2010/img5/glowfoto
http://www.glowfoto.com/static_image/21-094247L/9519/jpg/07/2010/img6/glowfoto
(1) new order 50,000
→ (2) pending new
→ (3) new
→ (4) fill 1000
→ (5) fill 2000
→ (6) fill 4000
→ (7) replace to 100,0000
→ (8) pending replace
→ (9) fill 20,000
→ (10) replaced
→ (11) replace to 200,000
→ (12) cancel replace rejected with order qty become 50,000.I expect the order qty should be 100,000.
I think the problem due to (9), a fill come before the replaced (10).
Please help.
Regards,
Ken