Imported from previous forum
Hello all
am i correct in assuming that the default reply to an OrderCancelReplaceRequest is an OrderCancelReplace message, rather than an ExecutionReport?
w/kindest regards
marco
Marco,
The proper positive response to OrderCancelReplaceRequest is ER with ExecType=Pending Replace or Replace. The negative response is OrderCancelReject. See the narrative for OrderCancelReplaceRequest in vol 4 of the 4.4 or 5.0 spec.
Hello all
am i correct in assuming that the default reply to an OrderCancelReplaceRequest is an OrderCancelReplace message, rather than an ExecutionReport?w/kindest regards
marco