Trade cancellation

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Imported from previous forum

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Does FIX 4.2 have any specs on execution reports for trade cancellation?

I assume that ER should be as follows:

20=1 (Cancel),
150=D (Restated),
378=4 (broker option),
38 - should be decreased,
14 - also,
6 - updated
other tags - last values

Any opinions are very welcome,

Regards,
Marzena

3

You can consult the 4.2 specification directly, under execution reports.
You will be interested in the section that discusses Cancel, Correct, Status.

You will also be interested in ExecRefID, but then that depends on your order referencing schema.

As far as price and quantities, you will need to consult the docs of the particular exchange or ecn you are connecting to. You will find ( especially in America ) that they may differ. Otherwise you can use the original order id or ExecRefID to drill back to the original order or exec and use those quantities and price ( only for a cancel though. You will have to use information in the message for Corrects ).

-mitch-
B.I.G. Systems LLC

Does FIX 4.2 have any specs on execution reports for trade cancellation?

I assume that ER should be as follows:

20=1 (Cancel), 150=D (Restated), 378=4 (broker option), 38 - should be
decreased, 14 - also, 6 - updated other tags - last values

Any opinions are very welcome,

Regards, Marzena