Imported from previous forum
Folks,
We are facing an issue with placing OrderCancelRepaceReqest [FIX Msg Type G] with MCX India (FIX 4.2). When we place such a request we get the following FIX response:
Header
BeginString [8R] = FIX.4.2
BodyLength [9R] = 219
MsgSeqNum [34R] = 106
MsgType [35R] = 9
PossDupFlag [43] = ORIGINAL_TRANSMISSION [N]
SenderCompID [49R] = xxxxxx
SendingTime [52R] = 20091113-12:05:31
TargetCompID [56R] = xxxxxx
Body
ClOrdID [11R] = 325003
OrderID [37R] = 109111300000265
OrdStatus [39R] = REJECTED [8]
OrigClOrdID [41R] = 325001
Text [58] = 0|Order with id 109111300000265 has changed.
TransactTime [60] = 20091113-12:03:39
ExecBroker [76] = xxxxx
CxlRejReason [102] = 530
ClientID [109] = xxxxx
CustomerOrFirm [204] = FIRM [1]
CxlRejResponseTo [434R] = 2
ClearingFirm [439] = xxxxx
Trailer
CheckSum [10R] = 008
This is NOT a MassCancelRequest, so why do I get : CxlRejReason [102] = 530 ?
Also why do we see: “0|Order with id … has changed” ?
Any help will be appreciated.
Thanks in advance. - Sanjay
assamese-at-hotmail-dot-com
Sanjay,
Your OrigClOrdID is 325001 in your message, yet ClOrdID is 325003.
Is it possible the order was already changed and the OrigClOrdID should be 325002? (Hence the rejection saying the “order has changed”.)
As regards your comment re: mass cancel request, I think you need to check the MCX spec to see if they are using non-standard error code values in tag 102.
Having CxlRejReason (102) = 530 does not mean the response has anything to do with a mass cancel. You are confusing the tag MassCancelRequestType (530) with the value of tag 102. This is incorrect.
Hope that helps.
Regards,
Dennis
Folks,
We are facing an issue with placing OrderCancelRepaceReqest [FIX Msg
Type G] with MCX India (FIX 4.2). When we place such a request we get
the following FIX response:Header BeginString [8R] = FIX.4.2 BodyLength [9R] = 219 MsgSeqNum [34R]
= 106 MsgType [35R] = 9 PossDupFlag [43] = ORIGINAL_TRANSMISSION [N]
SenderCompID [49R] = xxxxxx SendingTime [52R] = 20091113-12:05:31
TargetCompID [56R] = xxxxxx Body ClOrdID [11R] = 325003 OrderID [37R] =
109111300000265 OrdStatus [39R] = REJECTED [8] OrigClOrdID [41R] =
325001 Text [58] = 0|Order with id 109111300000265 has changed.
TransactTime [60] = 20091113-12:03:39 ExecBroker [76] = xxxxx
CxlRejReason [102] = 530 ClientID [109] = xxxxx CustomerOrFirm [204] =
FIRM [1] CxlRejResponseTo [434R] = 2 ClearingFirm [439] = xxxxx Trailer
CheckSum [10R] = 008This is NOT a MassCancelRequest, so why do I get : CxlRejReason
[102] = 530 ?Also why do we see: “0|Order with id … has changed” ?
Any help will be appreciated.
Thanks in advance. - Sanjay assamese-at-hotmail-dot-com
Dennis,
The ClOrdID is 325003 because we had sent another (2nd new) order before deciding to cancel the 1st order (whose ClOrdID is 325001). So, I think that, there is no problem there…
Thanks - Sanjay
Sanjay,
Your OrigClOrdID is 325001 in your message, yet ClOrdID is 325003.
Is it possible the order was already changed and the OrigClOrdID should
be 325002? (Hence the rejection saying the “order has changed”.)As regards your comment re: mass cancel request, I think you need to
check the MCX spec to see if they are using non-standard error code
values in tag 102.Having CxlRejReason (102) = 530 does not mean the response has anything
to do with a mass cancel. You are confusing the tag
MassCancelRequestType (530) with the value of tag 102. This is
incorrect.Hope that helps.
Regards,
Dennis
Folks,
We are facing an issue with placing OrderCancelRepaceReqest [FIX Msg
Type G] with MCX India (FIX 4.2). When we place such a request we get
the following FIX response:Header BeginString [8R] = FIX.4.2 BodyLength [9R] = 219
MsgSeqNum [34R]
= 106 MsgType [35R] = 9 PossDupFlag [43] = ORIGINAL_TRANSMISSION [N]
SenderCompID [49R] = xxxxxx SendingTime [52R] = 20091113-12:05:31
TargetCompID [56R] = xxxxxx Body ClOrdID [11R] = 325003 OrderID [37R]
= 109111300000265 OrdStatus [39R] = REJECTED [8] OrigClOrdID [41R] =
325001 Text [58] = 0|Order with id 109111300000265 has changed.
TransactTime [60] = 20091113-12:03:39 ExecBroker [76] = xxxxx
CxlRejReason [102] = 530 ClientID [109] = xxxxx CustomerOrFirm [204] =
FIRM [1] CxlRejResponseTo [434R] = 2 ClearingFirm [439] = xxxxx
Trailer CheckSum [10R] = 008This is NOT a MassCancelRequest, so why do I get : CxlRejReason
[102] = 530 ?Also why do we see: “0|Order with id … has changed” ?
Any help will be appreciated.
Thanks in advance. - Sanjay assamese-at-hotmail-dot-com
Sanjay,
You should really be investigating this with the support staff at the exchange to determine why they rejected your cancel/replace request. And as Dennis suggested, you need to look at the exchange’s FIX interface specification to determine what error code “503” is, as that is not a standard FIX error code for that field.
Dennis,
The ClOrdID is 325003 because we had sent another (2nd new) order before
deciding to cancel the 1st order (whose ClOrdID is 325001). So, I think
that, there is no problem there…Thanks - Sanjay
Sanjay,
Your OrigClOrdID is 325001 in your message, yet ClOrdID is 325003.
Is it possible the order was already changed and the OrigClOrdID
should be 325002? (Hence the rejection saying the “order has
changed”.)As regards your comment re: mass cancel request, I think you need to
check the MCX spec to see if they are using non-standard error code
values in tag 102.Having CxlRejReason (102) = 530 does not mean the response has
anything to do with a mass cancel. You are confusing the tag
MassCancelRequestType (530) with the value of tag 102. This is
incorrect.Hope that helps.
Regards,
Dennis
Folks,
We are facing an issue with placing OrderCancelRepaceReqest [FIX Msg
Type G] with MCX India (FIX 4.2). When we place such a request we
get the following FIX response:Header BeginString [8R] = FIX.4.2 BodyLength [9R] = 219
MsgSeqNum [34R]
= 106 MsgType [35R] = 9 PossDupFlag [43] = ORIGINAL_TRANSMISSION [N]
SenderCompID [49R] = xxxxxx SendingTime [52R] = 20091113-
12:05:31 TargetCompID [56R] = xxxxxx Body ClOrdID [11R] = 325003
OrderID [37R]
= 109111300000265 OrdStatus [39R] = REJECTED [8] OrigClOrdID [41R] =
325001 Text [58] = 0|Order with id 109111300000265 has changed.
TransactTime [60] = 20091113-12:03:39 ExecBroker [76] = xxxxx
CxlRejReason [102] = 530 ClientID [109] = xxxxx CustomerOrFirm [204]
= FIRM [1] CxlRejResponseTo [434R] = 2 ClearingFirm [439] = xxxxx
Trailer CheckSum [10R] = 008This is NOT a MassCancelRequest, so why do I get : CxlRejReason
[102] = 530 ?Also why do we see: “0|Order with id … has changed” ?
Any help will be appreciated.
Thanks in advance. - Sanjay assamese-at-hotmail-dot-com
Sanjay,
In FIXimate (http://fixprotocol.org/FIXimate3.0/en/FIX.4.2/body_494857.html) the description for OrdStatus (39) in page for OrderCancelReject is “OrdStatus value after this cancel reject is applied.”
In the OrderCancelReject (MsgType = 9) that is received from MCX by your FIX engine, OrderStatus (39) = Rejected (8) indicates the original order with ClOrdID = 325001 itself was rejected. Now your FIXEngine is trying to CancelReplace the rejected order ClOrdID = 325001 with ClOrdID = 325003, so the CancelReplaceRequest was also rejected.
Regards,
K. Mahesh
Sanjay,
You should really be investigating this with the support staff at the
exchange to determine why they rejected your cancel/replace request. And
as Dennis suggested, you need to look at the exchange’s FIX interface
specification to determine what error code “503” is, as that is not a
standard FIX error code for that field.Dennis,
The ClOrdID is 325003 because we had sent another (2nd new) order
before deciding to cancel the 1st order (whose ClOrdID is 325001). So,
I think that, there is no problem there…Thanks - Sanjay
Sanjay,
Your OrigClOrdID is 325001 in your message, yet ClOrdID is 325003.
Is it possible the order was already changed and the OrigClOrdID
should be 325002? (Hence the rejection saying the “order has
changed”.)As regards your comment re: mass cancel request, I think you need to
check the MCX spec to see if they are using non-standard error code
values in tag 102.Having CxlRejReason (102) = 530 does not mean the response has
anything to do with a mass cancel. You are confusing the tag
MassCancelRequestType (530) with the value of tag 102. This is
incorrect.Hope that helps.
Regards,
Dennis
Folks,
We are facing an issue with placing OrderCancelRepaceReqest [FIX
Msg Type G] with MCX India (FIX 4.2). When we place such a request
we get the following FIX response:Header BeginString [8R] = FIX.4.2 BodyLength [9R] = 219 MsgSeqNum
[34R]
= 106 MsgType [35R] = 9 PossDupFlag [43] = ORIGINAL_TRANSMISSION
= [N]
SenderCompID [49R] = xxxxxx SendingTime [52R] = 20091113-
12:05:31 TargetCompID [56R] = xxxxxx Body ClOrdID [11R] = 325003
OrderID [37R]
= 109111300000265 OrdStatus [39R] = REJECTED [8] OrigClOrdID
= [41R] =
325001 Text [58] = 0|Order with id 109111300000265 has changed.
TransactTime [60] = 20091113-12:03:39 ExecBroker [76] = xxxxx
CxlRejReason [102] = 530 ClientID [109] = xxxxx CustomerOrFirm
[204]
= FIRM [1] CxlRejResponseTo [434R] = 2 ClearingFirm [439] = xxxxx
Trailer CheckSum [10R] = 008This is NOT a MassCancelRequest, so why do I get : CxlRejReason
[102] = 530 ?Also why do we see: “0|Order with id … has changed” ?
Any help will be appreciated.
Thanks in advance. - Sanjay assamese-at-hotmail-dot-com