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Hi,
I have the attached data and I would like to only show exceptions where the first entry (by ClOrdID and SendingTime) is Inactive (OrderState).
Is this possible? Examples of this are ClOrdIDs 877251830 and 899963115.
Thanks
Daniel
I would like to only show exceptions
Exceptions of what?
I would like to show where the OrderState for a unique ClOrdID is only Inactive or Withdrawn.
In the below data, 777302363 is entered as Inactive at 14:10 and then Withdrawn at 14:17.
Whereas 354438837 and 948801833 where entered as Active and then made Inactive/Consummated.
I would like the expression to be set to only show me scenarios like 777302363.
Thanks,
Daniel
TransactTime | SendingTime | ClOrdID | OrderID | OrderState | ExecID |
01/08/2016 15:11 | 01/08/2016 15:11 | 354438837 | 50024999 | Active | 354438837:1:Ack |
01/08/2016 15:11 | 01/08/2016 15:24 | 354438837 | 50024999 | Active | 354438837:2:Ack |
01/08/2016 15:11 | 01/08/2016 15:30 | 354438837 | 50024999 | Inactive | 354438837:3:Unfill |
02/08/2016 14:10 | 02/08/2016 14:10 | 777302363 | 50024384 | Inactive | 777302363:1:Ack |
02/08/2016 14:17 | 02/08/2016 14:17 | 777302363 | 777302363 | Withdrawn | 777302363:2:Unfill |
02/08/2016 14:53 | 02/08/2016 14:53 | 948801833 | 50027380 | Active | 948801833:1:Ack |
02/08/2016 14:53 | 02/08/2016 15:21 | 948801833 | 50027380 | Active | 948801833:2:Ack |
02/08/2016 14:53 | 02/08/2016 15:26 | 948801833 | 50027380 | Active | 948801833:3:Ack |
02/08/2016 15:29 | 02/08/2016 15:29 | 948801833 | 50027380 | Consummated | 2284630 |
See attached example
Thanks for the response Gysbert. Is that the correct example?
I'm slightly unsure how to relate this to my data?
Regards,
Daniel
No, it wasn't. Fixed now.