Re: [Quickfix-developers] Order Quantity Change....
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From: Shane T. <str...@co...> - 2008-09-25 20:04:29
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Azmat, The FIX protocol specs contain these scenarios and expected values. Take a look here: http://fixprotocol.org/specifications/ And choose the version you are working with to find scenario tables (usually at the bottom of the specs). -- Shane Trotter Connamara Systems, LLC On Thu, Sep 25, 2008 at 2:26 PM, azmat <mr...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > All, > > I have a question regarding order quantity change, and what is the way FIX > should handle this? Say I submit an order for a 100 lot of gold. 50 get > partially filled. Right after 50 get filled, I send an order update to > change the quantity of the order to 10. What should happen? Should the > request be rejected? Should the orderqty be set to 60 and have 50 filled > and 10 working? What is the preferred way of handling this situation in > FIX? > > > thanks! > > > -- > View this message in context: > http://www.nabble.com/Order-Quantity-Change....-tp19676554p19676554.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's > challenge > Build the coolest Linux based applications with Moblin SDK & win great > prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |