An unsolicited Cancel/Amendment Execution Report (8) message will be sent to a FIX Client if the exchange cancels or amends the executions and reports the same to us. Examples:
6. The exchange expires orders.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = C “Expired”
39 OrdStatus = 4 “Canceled”
2. Client submits requests by phone, fax, e-mail, or another FIX connection in case our FIX connection was down.
The following FIX tags are populated:
20 ExecTransType = 0 “New”
150 ExecType = 4 “Canceled”
39 OrdStatus = 4 “Canceled”
6. An already reported Fill execution is cancelled or corrected by the exchange.
An unsolicited Cancel/Amendment Execution Report (8) message will be sent to the FIX Client with ExecTransType(20) set to 1(“cancel”)/2(“correct”) and Text(58) will contain “Unsolicited Cancellation” or “Unsolicited Amendment”. The following FIX tags are populated respectively:
- An unsolicited Cancel:
20 ExecTransType = 1 “Cancel”
150 ExecType = 1 “PartialFill” [ 2 “Fill”]
39 OrdStatus = 1 “Partially Filled” [ 2 “Filled”, 4 “Canceled”]
An unsolicited Amendment:
20 ExecTransType = 2 “Correct”
150 ExecType = 1 “PartialFill” [ 2 “Fill”]
39 OrdStatus = 1 “Partially Filled” [ 2 “Filled”]