Order by Order FIX Drop

Order by Order FIX Drop ports are designed to send more than execution information.

All order message types are supported including, but not limited to Acknowledgements (150= 0), Partially Filled (150= 1), Filled (150= 2), Cancelled (150= 4), Replaced (150= 5), Rejected (150= 8), Restated (150= D), Order Cancel Rejects (35= 9) and optionally (if configured at the port level) Trade Breaks (35= UCC). If the Rejects/Cancels are due to incomplete clearing information, they may be unavailable on Order by Order FIX Drop ports.

Reject messages will be sent which originate from a FIX order entry session. However, rejects originating from a BOE order entry session will be suppressed. Block and ECRP executions are not sent over Order by Order FIX Drop ports.

Users of Order by Order FIX Drop must always be prepared to receive new/unknown FIX tag and FIX tag values for BOE/FIX ports being monitored. CFE reserves the right to add new FIX tags and to update values distributed on Order by Order FIX Drop with no notice.