new order matching problem

[mohannadm_x]

Imported from previous forum

[mohannadm_x]

hi every body please i need your help very much
the problem is that i send two new orders one of them is sell and the other one is buy
but the execution reports did not indicate that the fill is occure

the first order :
8=FIX.4.29=13835=D49=DAMC56=DAMC34=4150=DAMCT2142=01052=20050811-11:52:2511=411=272590154=121=1386=155=EMAAR60=20050811-11:52:2538=140=110=171

the execution report :
8=FIX.4.29=29135=849=DAMC56=DAMC34=12752=20050811-07:52:18.84137=01776301198=011=4117=01776301-20050811-07:52:18.84220=0150=039=01=000272590463=955=EMAAR54=138=140=144=20.8099=059=0126=20050811-00:00:00.0007300=231=0336=510151=114=06=060=20050811-07:52:18.82621=1110=0111=010=018

the second order:
8=FIX.4.29=13935=D49=DAMC56=DAMC34=4250=DAMCT2142=01052=20050811-11:53:3711=421=9645080154=221=1386=155=EMAAR60=20050811-11:53:3738=140=110=242

the execution report :
8=FIX.4.29=29135=849=DAMC56=DAMC34=13252=20050811-07:53:30.92237=01776302198=011=4217=01776302-20050811-07:53:30.92220=0150=039=01=009645080863=955=EMAAR54=238=140=144=20.4099=059=0126=20050811-00:00:00.0007300=031=0336=510151=114=06=060=20050811-07:53:30.90421=1110=0111=010=004

i need your help please top ergent and thanks in advance for your care

[fplpo_x]

[ original email was from Mohamed Kasim - kasim@opussoft.com ]
> hi every body please i need your help very much the problem is that i

send two new orders one of them is sell and the other one is buy but the
execution reports did not indicate that the fill is occure

the first order :=FIX.4.2
9=138
35=D
49=DAMC
56=DAMC
34=41
50=DAMCT2
142=010
52=20050811-
11:52:25
11=41
1=2725901
54=1
21=1
386=1
55=EMAAR
60=20050811-
11:52:25
38=1
40=1
10=171

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=127
52=20050811-
07:52:18.841
37=01776301
198=0
11=41
17=01776301-20050811-
0002725904
63=9
55=EMAAR
54=1
38=1
40=1
44=20.80
99=0
59=0
126=20050811-
00:00:00.000
7300=2
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:52:18.826
21=1
110=0
111=0
10=018

the second order:=FIX.4.2
9=139
35=D
49=DAMC
56=DAMC
34=42
50=DAMCT2
142=010
52=20050811-
11:53:37
11=42
1=96450801
54=2
21=1
386=1
55=EMAAR
60=20050811-
11:53:37
38=1
40=1
10=242

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=132
52=20050811-
07:53:30.922
37=01776302
198=0
11=42
17=01776302-20050811-
0096450808
63=9
55=EMAAR
54=2
38=1
40=1
44=20.40
99=0
59=0
126=20050811-
00:00:00.000
7300=0
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:53:30.904
21=1
110=0
111=0
10=004

i need your help please top ergent and thanks in advance for your care

Looks both of your orders are accepted and status is sent as New (39=0). Strange is the Price tags and the values of them in the Execution reports.

Both are Market orders, but Execution reports carry Price tag 44=20.8 and 44=20.4 with different values for them. These tags are not required for Market order. There is something wrong on the execution side. Check it out. If you are a sender of the 35=D requests, check with your vendor about the execution reports and the price associated!

Kasim
kasim@opussoft.com

[fplpo_x]

[ original email was from Mohamed Kasim - kasim@opussoft.com ]
> > hi every body please i need your help very much the problem is that i

send two new orders one of them is sell and the other one is buy but
the execution reports did not indicate that the fill is occure

the first orderIX.4.2
9=138
35=D
49=DAMC
56=DAMC
34=41
50=DAMCT2
142=010
52=20050811-
11:52:25
11=41
1=2725901
54=1
21=1
386=1
55=EMAAR
60=20050811-
11:52:25
38=1
40=1
10=171

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=127
52=20050811-
07:52:18.841
37=01776301
198=0
11=41
17=01776301-20050811-63=9
55=EMAAR
54=1
38=1
40=1
44=20.80
99=0
59=0
126=20050811-
00:00:00.000
7300=2
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:52:18.826
21=1
110=0
111=0
10=018

the secondIX.4.2
9=139
35=D
49=DAMC
56=DAMC
34=42
50=DAMCT2
142=010
52=20050811-
11:53:37
11=42
1=96450801
54=2
21=1
386=1
55=EMAAR
60=20050811-
11:53:37
38=1
40=1
10=242

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=132
52=20050811-
07:53:30.922
37=01776302
198=0
11=42
17=01776302-20050811-63=9
55=EMAAR
54=2
38=1
40=1
44=20.40
99=0
59=0
126=20050811-
00:00:00.000
7300=0
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:53:30.904
21=1
110=0
111=0
10=004

i need your help please top ergent and thanks in advance for your care

Looks both of your orders are accepted and status is sent as New
(39=0). Strange is the Price tags and the values of them in the
Execution reports.

Both are Market orders, but Execution reports carry Price tag 44=20.8
and 44=20.4 with different values for them. These tags are not required
for Market order. There is something wrong on the execution side. Check
it out. If you are a sender of the 35=D requests, check with your vendor
about the execution reports and the price associated!

Kasim kasim@opussoft.com

39=0, 150=0, 20=0, 151=1 shows these execution reports are order acknowledgement. You should get another message indicating the fill which should have 39=2.

Kasim
kasim@opussoft.com

[bobbyjhita56_x]

Hello Mo
I have only looked at the 1st order:
The order is Single Buy EMAAR 1140 @ market px TIF is Day.
the execution back has few issues.

the correct tags which should be used:
39=1 OrdStatus 1=Partially filled you have 39=0
32= LastShares shares filled missing
14= CumQty cumulative filled you have 14=0
31=20.80 LastPx Price of 20.80 you have 31=0
6=20.80 AvgPx
in tag 38 should be the org share quantity
38=1140 not 38=fill quantity.

I hope this help Regard Bobby Jhita

hi every body please i need your help very much the problem is that i
send two new orders one of them is sell and the other one is buy but the
execution reports did not indicate that the fill is occure

the first order :=FIX.4.2
9=138
35=D
49=DAMC
56=DAMC
34=41
50=DAMCT2
142=010
52=20050811-
11:52:25
11=41
1=2725901
54=1
21=1
386=1
55=EMAAR
60=20050811-
11:52:25
38=1
40=1
10=171

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=127
52=20050811-
07:52:18.841
37=01776301
198=0
11=41
17=01776301-20050811-
0002725904
63=9
55=EMAAR
54=1
38=1
40=1
44=20.80
99=0
59=0
126=20050811-
00:00:00.000
7300=2
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:52:18.826
21=1
110=0
111=0
10=018

the second order:=FIX.4.2
9=139
35=D
49=DAMC
56=DAMC
34=42
50=DAMCT2
142=010
52=20050811-
11:53:37
11=42
1=96450801
54=2
21=1
386=1
55=EMAAR
60=20050811-
11:53:37
38=1
40=1
10=242

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=132
52=20050811-
07:53:30.922
37=01776302
198=0
11=42
17=01776302-20050811-
0096450808
63=9
55=EMAAR
54=2
38=1
40=1
44=20.40
99=0
59=0
126=20050811-
00:00:00.000
7300=0
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:53:30.904
21=1
110=0
111=0
10=004

i need your help please top ergent and thanks in advance for your care

[fplpo_x]

[ original email was from Bipin Bhaiyya - bipin.bhaiyya@iflexsolutions.com ]
> hi every body please i need your help very much the problem is that i

send two new orders one of them is sell and the other one is buy but the
execution reports did not indicate that the fill is occure

the first order :=FIX.4.2
9=138
35=D
49=DAMC
56=DAMC
34=41
50=DAMCT2
142=010
52=20050811-
11:52:25
11=41
1=2725901
54=1
21=1
386=1
55=EMAAR
60=20050811-
11:52:25
38=1
40=1
10=171

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=127
52=20050811-
07:52:18.841
37=01776301
198=0
11=41
17=01776301-20050811-
0002725904
63=9
55=EMAAR
54=1
38=1
40=1
44=20.80
99=0
59=0
126=20050811-
00:00:00.000
7300=2
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:52:18.826
21=1
110=0
111=0
10=018

the second order:=FIX.4.2
9=139
35=D
49=DAMC
56=DAMC
34=42
50=DAMCT2
142=010
52=20050811-
11:53:37
11=42
1=96450801
54=2
21=1
386=1
55=EMAAR
60=20050811-
11:53:37
38=1
40=1
10=242

the execution report : 8=FIX.4.2
9=291
35=8
49=DAMC
56=DAMC
34=132
52=20050811-
07:53:30.922
37=01776302
198=0
11=42
17=01776302-20050811-
0096450808
63=9
55=EMAAR
54=2
38=1
40=1
44=20.40
99=0
59=0
126=20050811-
00:00:00.000
7300=0
31=0
336=510
151=1
14=0
6=0
60=20050811-
07:53:30.904
21=1
110=0
111=0
10=004

i need your help please top ergent and thanks in advance for your care
============

Hi Mohannad,

As Mohamed Kasim pointed out that there might be issues with the side generating executions i.e. ER (35=E) for the orders (35=D) sent. The tag 39=0 indicates that the ER you got back was an order ack and actual execution for filled/partial fill is yet to follow. However the presence of qty and price tags is not appropriate on order ack. Further I do not see a tag 150 (ExecType) which is a mandatory tag for FIX version you are using i.e. 4.2. This tag along with tag 39 (OrdStatus) is used to interprete the correct status of order and the ER. You can read more about these tags in FIX 4.2 specs. It would be advisable to check with the counterparty generating ER to see what’s missing.

Hope this helps.

Regards,
Bipin
i-flex solutions, Investment Banking Group
PrimeSourcing™ “Add Value Reduce Risk”
bipin.bhaiyya@iflexsolutions.com