Flow Execution

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Imported from previous forum

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Hi all,

I would like to receipt your comments about the flow of execution i have implemented wich i describe below:

I’m using FIX 40 and only support messages (NewOrder, ExecutionReport, CancelReplace, CancelReject)

scenario 1
Buy-side send NewOrder
Sell-side Send ExecutionReport 39=A
Later…
Sell-Side Send ExecutionReport 39=0
Sell-Side Send a few ExecutionReport, 39=1
Finally if everything goes fine Sell-Side Send 35=8,39=2

Scenario2
Buy-side send NewOrder
Sell-side Send ExecutionReport 39=A
Later…
Sell-Side Send ExecutionReport 39=0
Sell-Side Send a few ExecutionReport, 39=1
Buy-side send Cancel Request
Sell-side Send ExecutionReport 39=6
Sell-Side Send a few ExecutionReport, 39=1
Sell-side send Execution Report 39=4 with the quantity of shares canceled
if the last Execution Rep the sell-side fill the order, do I need to send an Execution 39=2 or 39=3 ??

scenario3
An order had been requested for cancel, the buy-side receipt an ExecRep 39=6, but the sell-side Can’t be pulled back from the exchange floor instead of cancel the order they sent a lot of ExecRep with 39=1 and perhaps before give the response for the cancel Request sell-side sends an ExecRep 39=2 , do I need to send the Cancel Reject after sent the Filled Order or before the Status Filled??

thanks in advice

Regards.