Imported from previous forum
I need to identify a situation in which a Fill/Partial execution would be received before an ACK that also contains details of the preceding execution (CumQty field matches the execution rather being set to 0. I believe this type of ACK is called a SwapAck, but what scenario would cause this to happen?
[ original email was from Himanshu Sharma - himanshu.sharma@schwab.com ]
As I understand, it might happen in the following scenario:
1.If the other party has more than one FIX servers connected to you and they route executions and Ack/OrderStatus msg from different FIX-servers. Might happen with big exchanges.
2.The middleware/messaging in your system may put executions and ACK in different queues or paths so that they reach the destination in reverse order.
HTH.
> I need to identify a situation in which a Fill/Partial execution would be received before an ACK that also contains details of the preceding execution (CumQty field matches the execution rather being set to 0. I believe this type of ACK is called a SwapAck, but what scenario would cause this to happen?
>