An issue related to Match ID for FIX has been discovered in the Genium INET 4.0201 release.
The issue occurs when a hidden volume order gets filled with more than the shown quantity. In this case, the whole execution is assigned a single Match ID. However the match will be shown as partial executions reports in FIX and only the second execution report will contain the Match ID.
This issue relates to the known issue previously communicated in IT Notice 25/14.
This issue will be corrected in an upcoming service release.
An example of when the issue occurs is described below.
1. Submit a hidden volume order with quantity sell 10 with shown quantity 5
2. Submit a regular order with quantity 8, this results in one trade of 5 and one trade of 3 with the same deal price which will be aggregated by the matching engine to a single trade with quantity 8 and a single Match ID
3. In FIX this will be shown as one execution report of 5 with Match ID set and one execution report of 3 without Match ID
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