Pending Reports

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Imported from previous forum

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When sending a Pending Report for an Order Cancel Replace, which order details should be sent, the details of the order which will be replaced or of the new order?

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[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
The Execution Report "Pending Replace" should show the details of the new order.

> When sending a Pending Report for an Order Cancel Replace, which order details should be sent, the details of the order which will be replaced or of the new order?
>

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Execution Report should always contain the current state of an order chain. You can see materials related to this at Order State Change Matrices in FIX Protocol Specification Vol.4.

In case of Pending Report, Execution Report should have OrderQty, Price and so on to be replaced(more exactly, the current state of an order chain.) See 9, 16, 17, 18, 21 at Order State Change Matrices.

> When sending a Pending Report for an Order Cancel Replace, which order details should be sent, the details of the order which will be replaced or of the new order?
>

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> Execution Report should always contain the current state of an order chain. You can see materials related to this at Order State Change Matrices in FIX Protocol Specification Vol.4.
>
> In case of Pending Report, Execution Report should have OrderQty, Price and so on to be replaced(more exactly, the current state of an order chain.) See 9, 16, 17, 18, 21 at Order State Change Matrices.
>
> > When sending a Pending Report for an Order Cancel Replace, which order details should be sent, the details of the order which will be replaced or of the new order?
> >
>

The Pending replace should be with ClOrdId of new order, and OrigClOrdId of order to be replaced and details of replaced order.