For Order Cancel Request or Order Cancel/Replace Request Order request, we will send acknowledgment messages in two steps.
Execution Report for Order Cancel Request:
6. Optional step. Execution Report message on order placement in our Order Book.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = 6 “Pending Cancel”
39 OrdStatus = 6 “Pending Cancel”
2. Execution Report message on receiving acknowledgement from exchange.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = 4 “Canceled”
39 OrdStatus = 4 “Canceled” [ 1 “Partially Filled”, 2 “Filled”]
Execution Report for Order Cancel/Replace Request:
6. Optional step. Execution Report message on order placement in our Order Book.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = E “Pending Replace”
39 OrdStatus = E “Pending Replace”
2. Execution Report message on receiving acknowledgement from exchange.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = 5 “Replace”
39 OrdStatus = 5 “Replaced”” [ 1 “Partially Filled”, 2 “Filled”]