OrderStatus Update Over Inflight Fills

[mkuruva18]

Hi All,
I am a support specialist, and we are facing the following issue. I need expert advice on how to request the developers to address these issues.

Issue:
We are using FIX 4.2 and 4.4 for securities trading. When users send an amendment for order quantity (either increase or decrease), the amendment is marked as pending replace (note that we do not receive pending replace with 39=E) from the downstream. Immediately, we receive a partial fill with 39=E and 150=1, followed by a full fill before the amendment is either accepted or rejected.

Our brokers handle amendment requests in two ways:

They accept the amendment and send 39=2 and 150=5.
They reject it with 35=9 and 39=2, stating "too late to cancel."
This issue also affects cancel requests.
Main Problem: The order remains in a "LIVE" status, leading users to attempt to cancel again, which results in rejection.

I need guidance on what conditions or combinations I can request the developers to implement for the correct order state.

Developer Concern:
My developers have raised concerns that they cannot validate on cumulative quantity/leave quantity and order quantity, as this would require significant changes. Additionally, we do not handle "Don't Know Trade" scenarios.

[chrjohn]

This is no QFJ specific question but rather a FIX protocol question. Please direct such questions to https://forum.fixtrading.org/

However, you could read about the states here: https://www.fixtrading.org/online-specification/order-state-changes