{{Quickfixn}} Unable to receive order expired Execution Reports

Grant Birchmeier gbirchmeier at connamara.com
Fri Jan 8 07:11:33 PST 2021


In this case (and all cases), it doesn't really matter what messages are in
the default FIX spec.  It only matters what messages your counterparty
supports.

Your counterparty should ideally have a spec that tells what messages are
supported and how they are used.  No doubt they will have
message customizations or even custom messages.

If you cannot find your answer in their spec, then you'll need to ask their
support team.  Which it sounds like you are doing, so that's great.

(In the decade I've worked with FIX and contributing to the QF engines, I'm
still not very familiar with even half of the various message types in the
default FIX dictionary.  Because I don't need to be!  Whenever I'm doing a
FIX project, the counterparty specs are all that matters.)

-Grant

On Fri, Jan 8, 2021 at 7:18 AM John Hizon <john.hizon at live.com> wrote:

>
>
> Good day,
>
>
>
> Would like to ask if there are other message types to receive expired
> orders during restatement (before market opens for the day) of GT orders
> process?
>
>
>
> Because I am able to receive ERs that are restated like ‘New’ or
> ‘Partially Filled’.
>
>
>
> The counterparty informed us that the GT Order was expired from their end
> but I was not able to receive the ER for it. Although, I have yet to
> receive their reply to send us their logs whether they have send the order
> expire message. Just wanted to know if there are other message type that
> caters expired orders besides ERs.
>
>
>
> Thank you.
>
>
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>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

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