Imported from previous forum
We have a trading system with a private protocol and we would like to support also FIX clients.
Can we send an Execution Report without tag 6 and without tag 14 ? (we don’t have this information in our trading system).
Do we have to define a special message for that?
The AvgPx and CumQty fields are required. Not providing them (or not populating them correctly) would be "user defined" and you would need to get your counterparties to agree to this. It is a custom or user defined approach regardless of whether you simply have counterparties agree to accept MsgType=8 without some of the required fields or if you attempted to define a user defined message excluding specific fields.
My advice would be to discuss this limitation and possible alternatives with your counterparties.
> We have a trading system with a private protocol and we would like to support also FIX clients.
> Can we send an Execution Report without tag 6 and without tag 14 ? (we don’t have this information in our trading system).
> Do we have to define a special message for that?
>