Re: [Quickfix-developers] Calculating the profit/lost for an operation

[Asim <asi...@ya...>]

It depends on your portfolio calcualting scheme, FIFO (First in first
out) or LIFO(Last in first out).
Usually FIFO is used to calculate PnL.

Regards,
Asim
www.exxsolutions.com


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Lidia L=F3pez Cuesta
Sent: Monday, August 07, 2006 10:09 PM
To: qui...@li...
Subject: [Quickfix-developers] Calculating the profit/lost for an
operation


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all,

If I have sent 2 buy orders to the market. When both has been executed=20
(firtst at 1000 and the second one at 2000), I send a sell order. When
the=20
sell order is executed (at 1500), how do I know which the buys orders is
the=20
couple to close the operation?

I  need to calculate the partial profit/lost, so I need to know which
buy=20
order corresponds to this sell order.

Are there any message or field in the execution report to know which
order=20
is matched with the sell order?

If the sell order is matched with the first one I have earned 500, but
if it=20
is the second one I have lost 500

Lidia



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