Extra fields in Bloomberg Cancel/Replace Request orders

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Imported from previous forum

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Hello,
I’m facing the following when receiving orders Cancel/Replace Request (message type = ‘F’) from Bloomberg fix 4.2. In the message there are included fields CxlType (tag 125) and Price (tag 44). According to FIX 4.2 and Bloomberg specs., these fields should not be there and even CxlType is and field for compatibility with old versions. Do you have an explanation for this behaviour?? What do you recommend me??

Thanks a lot in advance.
Antonio.

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[ original email was from John Prewett - jprewett@lavatrading.com ]
> Hello,
> I’m facing the following when receiving orders Cancel/Replace Request (message type = ‘F’) from Bloomberg fix 4.2. In the message there are included fields CxlType (tag 125) and Price (tag 44). According to FIX 4.2 and Bloomberg specs., these fields should not be there and even CxlType is and field for compatibility with old versions. Do you have an explanation for this behaviour?? What do you recommend me??
>
> Thanks a lot in advance.
> Antonio.
>

I would recommend you discuss Bloomberg’s behavior with … Bloomberg.

Be aware that not everyone(anyone?) follows the FIX standards 100%. Some corporations deliberately deviate from the standards for their own reasons and expect you to handle the issue. Others deviate from the standards purely by mistake or lack of understanding of the standards. In the latter case, you may still have to handle the issue if your deadlines for delivering a viable FIX session are in advance of the errant corporation’s ability to resolve their problem.

Good luck.

Here are some things to be aware of :

  1. It is difficult to understand if your posting is referring to a "Order Cancel Request" message which is MsgType "F" or a "Order Cancel/Replace Request" which is MsgType "G".
  2. According to the standards, the field CxlType(tag 125) hasn’t been supported in “Order Cancel Request” since FIX.4.0. It should not appear in FIX.4.1 let alone FIX.4.2. CxlType has never been a valid field in a “Order Cancel/Replace Request”.
  3. Also according to the standards, the field Price(tag 44) has never appeared in a "Order Cancel Request" message although it is a perfectly valid field in an "Order Cancel/Replace" message.