1) For all the execution report messages, tag 20 should be first looked at.
If tag 20(execTransType) = 1(CANCEL), then, this is an unsolicited trade cancel. And we need to overlook tag 150(ExecType).
If tag 20(execTransType) = 0(NEW), then, this can be an unsolicited order cancel or other common execution report messages.
2) If tag 20 = 0, then, we can go to the usual execution report processing logic.
本文介绍如何解析特定场景下的执行报告消息。重点在于通过检查tag20确定消息类型:当tag20为1时,表示取消交易;当tag20为0时,则可能涉及新的订单取消或其他常见执行报告消息。对于不同的tag20值,文章提供了具体的处理逻辑。
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