Imported from previous forum
When receiving a modify execution how can I tell what the Price and Qty of the execution have been modified to?
These qualities would apparently be LastShares and LastPx, but the FIX 4.2 spec seems to state these fields are set to 0:
‘LastShares "When required, should be “0” for non-fills (“fill” defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below’
[From the FIX 4.2 spec of the Execution Report]
But a corrected execution has an ExecTransType of CORRECT, which implies this field should be set to 0, so I can’t use it.
The situation is similar for LastPx.
I note that CumQty, AvgPx and LeavesQty are always present. Do I have to deduce the correct LastShares and AvgPx from these fields?
The ‘unless noted below’ does not seem to refer to anything.
The answer should be obvious but I have spent half a day reading the specs and at the risk of asking a dumb question, there it is. Enlightenment would be appreciated.
-Gideon Rogers
gideon.rogers@tradeplex.com