Imported from previous forum
[ original email was from ron newell - rnewell@cme.com ]
According to Comment, value for LastPx should be 0 (zero) for "non-fills" (ie: ExecType not equal to Trade).
Use of zero in this fashion presents a problem. CME allows cab trades entered and reported at price of zero.
This has been addressed for FIX 4.3 Draft #3. Thank you. [PC20010628_8]
Replaced “Not required for ExecType = Order Status. When required, should be "0" for non-fills ("fill" defined as ExecType=Trade New) unless noted below.” With “Required if ExecType = Trade or Trade Correct.” In the Execution Report message references to LastQty and LastPx usage.
> According to Comment, value for LastPx should be 0 (zero) for "non-fills" (ie: ExecType not equal to Trade).
>
> Use of zero in this fashion presents a problem. CME allows cab trades entered and reported at price of zero.
>