Referring to state change matrix case E.1.f - Order is sent to exchange, held waiting for activation and then activated:
If a trigger order is activated directly upon entry, can (is it an accepted practice to let) the ExecType=“New” be omitted and directly be set to “L”?
IT would be clear from OrdStatus that the order is new.
//joachim
Yes, you can omit intermediate states in general, see EP188 for details. The idea is to reduce verbosity without losing information. If you do need to provide detailed information about the events that led up to the ExecutionReport(35=8) message, you can use OrderEventGrp (see EP131 for details) in that same, single message. In your case you would provide two instances of the repeating group, one with OrderEventType(1796)=1 (Added) and one with OrderEventType(1796)=10 (Triggered).