This has been passed on to me by a software support person for hyperorder, so I'm not the horses mouth, but here's what I know about it: What I'm used to using, is a function like this: GETNETPOSITION(EUR/USD) which returns net position in a ccy (all open trades) as a positive or negative value. Eg: GETNETPOSITION(EUR/USD) = -500000 This value is returned live from a trading server, as opposed to being calculated from software sat at my end based on it's local (and possibly incorrect) executed orders list. Apparently CNX have a seperate system using fix (4.4 I think) for deal capture, which fulfils this role, so that may be added in to the software, solving the problem. As far as I've been told, it's the 4.2 protocol that has the limitation. Here, fix 4.4 ( http://www.fixprotocol.org/documents/349/FIX_4.4_Release_Notes.pdf ) states: "Added new messages to support Position Maintenance, Position Reporting..." I have to assume 'position reporting' is the bit that's missing from 4.2. Hope that's more detail for you? dev