TransactTime (tag 60) value

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Imported from previous forum

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Hi All,

Is it appropriate to set Tag60 = “last fill time” in pending amend/ pending cancel execution report?

If the above is appropriate, how about GT orders (GTD/GTC)? This imply that, for pending amend/ pending cancel execution report, I need to retrieve the “last fill time” in previous days for this GT order.

Thanks a lot.

cheers,
Penny

3

Hi All,

Is it appropriate to set Tag60 = “last fill time” in pending amend/ pending cancel execution report?

If the above is appropriate, how about GT orders (GTD/GTC)? This imply that, for pending amend/ pending cancel execution report, I need to retrieve the “last fill time” in previous days for this GT order.

Thanks a lot.

cheers,
Penny

Hi Penny,
tag 60 is not mandatory, so you could decide to not set it in case of pending replace\pending cancel execution report.

Lanfranco