FillsGrp in execution reports

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1

Imported from previous forum

2

Good day all,

If I receive a trade with a FillsGrp component:

for example, 35=8|17=AAA|1362=2|1363=BBB|1363=CCC|

17 (ExecID)
1363 (FillExecID)

Is there a chance that I receive a trade cancel/correct refering AAA?

Is there a chance that I receive a trade cancel/correct refering BBB or CCC?

Regards,
Xavier.

3

Yes, the FillsGrp only offers the possibility to bundle executions to align with the matching engine (a match could create more than one fill). The reported fills are entities of their own and I do not see a reason to limit changes to the entire match that once caused the fills to be reported in a single ExecutionReport.

In any case you need to check the Rules of Engagement of the marketplace sending you ExecutionReports and using the FillsGrp. FIX does not impose any restrictions here.

Good day all,

If I receive a trade with a FillsGrp component:

for example, 35=8|17=AAA|1362=2|1363=BBB|1363=CCC|

17 (ExecID) 1363 (FillExecID)

Is there a chance that I receive a trade cancel/correct refering AAA?

Is there a chance that I receive a trade cancel/correct refering
BBB or CCC?

Regards, Xavier.

4

Thank you.

Yes, the FillsGrp only offers the possibility to bundle executions to
align with the matching engine (a match could create more than one
fill). The reported fills are entities of their own and I do not see a
reason to limit changes to the entire match that once caused the fills
to be reported in a single ExecutionReport.

In any case you need to check the Rules of Engagement of the marketplace
sending you ExecutionReports and using the FillsGrp. FIX does not impose
any restrictions here.

Good day all,

If I receive a trade with a FillsGrp component:

for example, 35=8|17=AAA|1362=2|1363=BBB|1363=CCC|

17 (ExecID) 1363 (FillExecID)

Is there a chance that I receive a trade cancel/correct refering AAA?

Is there a chance that I receive a trade cancel/correct refering
BBB or CCC?

Regards, Xavier.