Posted: Dec 09, 2020 @ 07:02 AM             Msg. 1 of 4

Hi!

I'm trying to implement order updates logic, but when I send OrderCancelReplaceRequest (35=G), I always get the order rejected response with the message "Modify request is not supported":

Request to modify order:
8=FIX.4.4|9=207|35=G|34=2|49=DBkmp5577|52=20201209-12:32:52.429|56=OEC_TEST|1=DEMO7483333|11=2352352362fds46454|37=250901451|38=2|40=2|41=ZNFVjZiTQ6qaEviDbdr1/A==|54=2|55=ES|60=20201209-12:32:52.428|200=202012|461=FXXXXS|10=108|

Response 1 (ExecutionReport 1 with status PENDING_REPLACE):
8=FIX.4.4|9=276|35=8|34=2|49=OEC_TEST|52=20201209-12:32:52|56=DBkmp5577|1=DEMO7483333|6=0.00|11=2352352362fds46454|14=0|17=OECFIX:250901451:24753|37=250901451|38=2|39=E|40=2|41=ZNFVjZiTQ6qaEviDbdr1/A==|44=0|54=2|55=ES|59=0|60=20201209-12:32:52.513|150=E|151=2|167=FUT|200=202012|461=FXXXXS|10=202

Response 2 (OrderCancelReject message):
8=FIX.4.4|9=200|35=9|34=3|49=OEC_TEST|52=20201209-12:32:52|56=DBkmp5577|11=2352352362fds46454|37=250901451|39=8|41=ZNFVjZiTQ6qaEviDbdr1/A==|58=Modify request is not supported|60=20201209-12:32:52.532|102=99|434=2|10=021

I suppose it should work because Gain Futures documentation says that it is possible to modify orders, plus I can change the order through GF mobile client and see incoming FIX messages.
I'm already tried various combinations of parameters it doesn't work anyway.
What am I doing wrong? I use the demo environment.

Thanks in advance.
Edited by RPovsic724 on Dec 09, 2020 07:03 AM
Edited by RPovsic724 on Dec 09, 2020 07:17 AM

Posted: Dec 10, 2020 @ 01:32 AM             Msg. 2 of 4

Ok, I managed to handle this problem. Fixed by adding the "timeInForce" parameter to the request.
Although this is the optional parameter, it doesn't work without it. And I have to say that the rejected response message is a little confusing.
Hopefully, this answer will save time for those stuck with this issue.

Posted: Dec 10, 2020 @ 08:14 AM             Msg. 3 of 4

Do you have problem when you omit tag 59 in replace request? According to docs, it is optional on both NewOrderSingle and OrderCancelReplaceRequest messages.

Posted: Dec 10, 2020 @ 09:21 AM             Msg. 4 of 4

Yes, exactly. If I send OrderCancelReplaceRequest message without tag 59 (TimeInForce) the server sends error response with the message "Modify request is not supported". However, if I send the same request + 59 tag it works ok.
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Could I ask you about tags 12076 and 12077? There's no information about them in docs. GF sends them as part of the ExecutionReport message.
I encountered them when the primary OSO order is filled, GF sends 4! messages about placing a new order(35=8,39=0), however, I specify only 2 child orders. What interesting that two of those message/orders have tag 12077 that specify order id of another order, like this:
37=ordId1
37=ordId2
37=ordId3,12077=ordId1
37=ordId4,12077=ordId2

what does it mean?