Imported from previous forum
Why do you have to include a quantity to an order cancel request if the textual definition is ‘The order cancel request message requests the cancelation of all of the remaining quantity of an existing order’.
What does happen if the quantity in tag 38 is wrong?
The problem is, that the FIX-Interface doesn’t know the size and the message with the data for the cancel request doesn’t contain the size since that is FIX specific.
I faced a similar question before.
Please check http://fixprotocol.org/discuss/read/8b32b38e
Why do you have to include a quantity to an order cancel request if the textual definition is ‘The order cancel request message requests the cancelation of all of the remaining quantity of an existing order’.
What does happen if the quantity in tag 38 is wrong?
The problem is, that the FIX-Interface doesn’t know the size and the message with the data for the cancel request doesn’t contain the size since that is FIX specific.
Thank you for the link.
I’ve searched for similar issues but I wasn’t successful. We’ll include a dummy tag 38 in the ocr even though, we’re not fully satisfied with the given explanation for the requirement of this tag.
Kind regards, Harald
I faced a similar question before.
Please check http://fixprotocol.org/discuss/read/8b32b38e
Why do you have to include a quantity to an order cancel request if the textual definition is ‘The order cancel request message requests the cancelation of all of the remaining quantity of an existing order’.
What does happen if the quantity in tag 38 is wrong?
The problem is, that the FIX-Interface doesn’t know the size and the message with the data for the cancel request doesn’t contain the size since that is FIX specific.