Tag 150 and tag 39 in bust after order cancel

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1

Imported from previous forum

2

[ original email was from Amit Ganesan - Amit_Ganesan@satyam.com ]

Dear all,

can anyone tell me what will be the value in tag 39 and tag 150 in execution reports for busts after the following sequence.

new order
Partial fill --x
cancel request
Order cancelled
bust ( Partial fill -x).

3

The values in the tags depend on fix version.

fix 4.4: Tag 39 should be 4 (Cancelled) and tag 150 should be H (Trade cancel)

fix 4.2:
Tag 39 = 4 (Cancelled or UROUT)
Tag 20 = 1 (Cancel)
Tag 150 = Could be 0 or 4, I am not sure about that

Dear all,

can anyone tell me what will be the value in tag 39 and tag 150 in
execution reports for busts after the following sequence.

new order Partial fill --x cancel request Order cancelled bust (
Partial fill -x).