Order State Change Matrices

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1

Imported from previous forum

2

Hi,

The documentation refers to “Order State Change Matrices”.
Where can I find theses matrices?

Thanks,
Danilo

3

The Order State Change Matrices are included as part of the specification docs. It’s not clear what documentation/version you’re asking about but, by way of example, you’ll find that Appendix D of the 4.2 spec has one.

  • Jeromee Johnson
    TABB Group
4

[ original email was from Antonio Meireles - ameireles@macsys.com.br ]
> The Order State Change Matrices are included as part of the

specification docs. It’s not clear what documentation/version you’re
asking about but, by way of example, you’ll find that Appendix D of the
4.2 spec has one.

  • Jeromee Johnson TABB Group

In FIX4.4 spec look at Volume 4 Table of Contents

Order State Change Matrices
A Vanilla
B Cancel
C Cancel/Replace quantity changes
C.1 Replace to increase quantity
C.2 Replace not for quantity change
C.3 Replace to decrease quantity
D Cancel/Replace sequencing and chaining
D.1 Sequencing
D.2 Chaining
E Unsolicited/Reinstatement
F Order Reject
G Status
H GT
I TimeInForce
J Execution Cancels/Corrects
K Trading Halt
L Miscellaneous

Page Number may change depending on your settings.

Antonio Meireles
Macsys Projetos e Sistemas - Brasil

5

In FIX4.4 spec look at Volume 4 Table of Contents

I was looking at the wrong place.

Thanks a lot,
Danilo

6

[ original email was from Phil Johnston - phil.johnston@transacttools.net ]
The Order State Change Matrices are available in the appendix of the Fix Spec documents.

In 4.1, they appear in appendix D. You may want to check later versions of the spec for changes to this.

Hi,

The documentation refers to “Order State Change Matrices”. Where can I
find theses matrices?

Thanks, Danilo