VOL DENIED AT ENTRY

Since we have not had a chance to look at the SJdiReport of your example order, we cannot be very sure about your scenario. However, the following information concerning VOL_DENIED_AT_ENTRY field may be helpful for your case. AMMA assumes that the volume for a cancelled execution is no longer live on the exchange and therefore cannot be executed. We do not support making this cancelled volume live. In Fidessa standard product (i.e. no customisation is made), once an execution is cancelled, AMMA will - Remove the cancelled volume from the VOLUME_DONE field (our record of volume traded) - Add the cancelled volume to the VOL_DENIED_AT_ENTRY field AMMA only applies execution cancellations to orders if the MMA_APPLY_EXECUTION_UPDATES system definition switch is set to “YES”. Client can either utilise this functionality, or disable the functionality. When it is disabled, execution cancellations are still accepted but it does not affect the volume on the order at all (the executions are simply stored in the ORDER_EXECUTIONS table). Here is the description of MMA_APPLY_EXECUTION_UPDATES parameter for your easy reference (extracted from EMMA v7.7.3 Installation and Configuration Guide). Based on your description it looks like that AMMA is processing the execution cancellations as it was designed to (support for execution cancels was specified as performing this behaviour). If you want AMMA to process executions cancellations in a different way we afraid some kind of customisation is needed and we can further check the necessary procedures then