Re: [Quickfix-developers] Need Execution Reports
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orenmnero
From: <OM...@th...> - 2002-05-16 10:08:47
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>>3) Run a Sell Side Simulator...something that accepts New Single Orders and >>then sends back one or more Execution Reports (Fills) or maybe a Reject! >As I mentioned I didn't work on the simulator, so I don't know its >capabilities. I'll leave that one to Oren. Yes, the ordermatcher will generate execution reports. An execution report with a status of new will be sent upon receit of a limit order. A fill can be generated by putting in a matching limit order. A reject can be generated by putting in something unsupported like a market order. --oren |