Re: [Quickfix-users] NewOrderSingle - Buy Side

[Mike G. <mg...@co...>]

You may want to head over to fixprotocol.org and download the FIX spec 
for the FIX version you are using.  Specifically, you may want to look 
at the appendix containing the state change matrices.

That said, a New Order Single (and other order msgs for that matter) 
should always have a unique ClOrdID, regardless of side.  Additionally, 
your counterparty may impose certain restrictions on the format of the 
ClOrdID (e.g. it's length, or what characters it can contain).

An ExecutionReport should always contain a ClOrdID that matches the 
ClOrdID on the order to which it refers.  So the party that sent the buy 
should get an ExecutionReport with a ClOrdID that matches his New Order 
Single's ClOrdID, and the party that sent the sell should get an 
ExecutionReport with a ClOrdID that matches his New Order Single's ClOrdID.

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/