Posted: Dec 15, 2011 @ 08:02 AM             Msg. 1 of 6

Hi, we're certifying to put the server on the real account. While we're testing with Chris, he flat our orders, and it wasn't notified via FIX. We asked him about it, and he recommend us to ask here.

Is there a way to receive notifications like, if the margin call happens, the orders will be closed, and we need to be notified. We can periodically request position reports, but how can we get notified by another actions executed by the API or PW7, etc.

We're so afraid about it, and how can we really automate it.

Thanks.

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Rufo André Paganini
Edited by RPaganini2 on Dec 15, 2011 at 08:03:36

Posted: Dec 15, 2011 @ 02:14 PM             Msg. 2 of 6

Hi, actually our FIX server sent Execution Reports for Chris' orders with UnsolicitedIndicator(325)=Y, but your server rejected it with "ORS rejected incoming ExecutionReport: Tag not defined for this message type" reason

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Victor Vins
Lead Software Developer

Posted: Dec 16, 2011 @ 12:36 PM             Msg. 3 of 6

Thanks for answer Victor. We're analyzing the problem but we can't find the tag 325 on the FIX4.4 over the MsgType= Execution Report (8).

I saw that it was specified on the Position Report (MsgType=AP) and as you told, we're receiving an Execution Report instead.

Is this the standard way to send the position report as Execution Report, or we have to add it's tags on Execution Report part of the FIX dictionary?

Thanks.

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Jônatas Paganini

Posted: Dec 16, 2011 @ 12:58 PM             Msg. 4 of 6

Please take a look at our details:

15 Dec 2011 20:35:59,906 INFO [SocketConnectorIoProcessor-0.0] quickfixj.msg.incoming (AbstractIoHandler.java:109) - FIX.4.4:RPaganini2TM->OEC: 8=FIX.4.4 9=234 35=8 34=3 49=OEC 52=20111215-22:36:00 56=RPaganini2TM 1=API001449 6=0.0 11=OECFIX:201953295 14=0 17=OECFIX:634592376206927306:56 37=201952781 38=1 39=4 41=138004 54=1 55=6S 60=20111215-22:36:00 150=4 151=1 200=201112 325=Y 461=FXXXXS 10=035


The message type contains an invalid tag 325. I saw it on the http://www.openecry.com/includes/pdf/FIX.pdf and it doesn't have these tag on Execution Report.

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Jônatas Paganini

Posted: Dec 16, 2011 @ 01:04 PM             Msg. 5 of 6

You're right: according standard it is not intended for Execution Report, but we are using it right now instead of SolicitedFlag. We will fix it soon. Except this one, "Drop Copy" topic in the document is correct.

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Victor Vins
Lead Software Developer

Posted: Dec 19, 2011 @ 07:44 AM             Msg. 6 of 6

Thanks VictorV,

I have another question for cases like these:


Will the drop copy left ALL Execution Reports or only with order status Filled?

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Rufo André Paganini