Re: [Quickfix-developers] CancelRequest

[Ulisses <hay...@gm...>]

Hi jplavalle,

You are right, it doesn't make sense send AvgPrice ina a Cancel Request
message.
Did you receive the Reject message with tag 372=F ?
According to the references in the site of FIXProtocol, rejections related
to AvgPrice field shoud be sent by the counter part only in the case of
Execution Report, Allocation and List Status messages.

Cheers,
Ulisses.

On Tue, May 19, 2009 at 4:25 PM, jplavalle <jpl...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I cannot seem to send a proper cancel request. What am i missing here? This
> comes back with a Missing Tag Reguired (371=6), I dont think i need to send
> AvgPrice do I ?
>
> {8=FIX.4.2 9=77 35=F 49=JOEPC 56=REDI 11=4321 41=1234 54=1 55=AAPL
> 58=Cancel
> My Order! 10=039 }
>
> c# CODE
> =========================
>  public void sendOrderCancelRequest()
>        {
>            Message message = new Message();
>            // BeginString
>            message.getHeader().setField(new StringField(8, "FIX.4.2"));
>            // SenderCompID
>            message.getHeader().setField(new StringField(49, "JOEPC"));
>            // TargetCompID, with enumeration
>            message.getHeader().setField(new StringField(56, "REDI"));
>            // MsgType
>            message.getHeader().setField(new CharField(35, 'F'));
>            // OrigClOrdID
>            message.setField(new StringField(41, "123456789"));
>            // ClOrdID
>            message.setField(new StringField(11, "987654321"));
>            // Symbol
>            message.setField(new StringField(55, "AAPL"));
>            // Side, with value enumeration
>            message.setField(new CharField(54, Side.BUY));
>
>            Session.sendToTarget(message,_session);
>        }
> --
> View this message in context:
> http://www.nabble.com/CancelRequest-tp23622744p23622744.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
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