[Quickfix-users] About "ClOrdID" and "OrigClOrdID"
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From: DA S. A. <ada...@ca...> - 2005-12-20 16:18:47
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Hi, I would like to known the use of the fields 11(ClOrdID) and 41(OrigClOrdID). 1) I receive a "SingleOrder" msg with ClOrdID=ID1 2) I receive a "CancelReplace" (modify) msg with ClOrdID=ID2 & OrigClOrdID=ID1, 3) I receive a "CancelReplace" (modify) msg with ClOrdID=ID3 & OrigClOrdID=?????. The second msg means that the pair wants to modify the order having the initial ID1. If I reject the msg (2), what value can I receive in OrigClOrdID in next msgs like (3)? ID2 (previous order) or ID1 (initial order)? And what happens if I accept the msg (2) for the OrigClOrdID? The FIX documentation is not clear, it says for OrigClOrdID : ""ClOrdID <11> <tagNum_11.html> of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests."" Thanks. |