Comments (3)
jvirtanen
commented on July 16, 2024
Thanks for reporting this!
When the FIX Gateway acknowledges an Order Cancel Request with an Execution Report for the pending cancel, it sets OrigClOrdID(41) to the previous ClOrdID(11) and ClOrdID(11) to the Order Cancel Request's ClOrdID(11). This results in the Execution Report for the fill having the wrong ClOrdID(11).
I think the pending cancel should be also eventually rejected. It seems like that it is not currently done at all. However, I have to check the FIX 4.4. specification on this.
from parity.
jvirtanen
commented on July 16, 2024
@penberg Could you test #76? It should fix this issue at least partly.
from parity.
jvirtanen
commented on July 16, 2024
Fixed by #76.
from parity.
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from parity.