Re: [Quickfix-users] About "ClOrdID" and "OrigClOrdID"

[Dale W. <wil...@oc...>]

Hi Antonio,
DA SILVA Antonio wrote:

>
> 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)?

If you reject message2 then the CancelReplace never happens so 
OrigClOrdID for message 3 remains ID1.  (ID1 was not canceled so it is 
still available to be modified.  ID2 was rejected so it is not available 
to be modified)

> ID2 (previous order) or ID1 (initial order)?
> And what happens if I accept the msg (2) for the OrigClOrdID?

If you accept message 2 then OrigClOrdID for message 3  becomes ID2.  
(ID1 is cancelled; ID2 is now the open order that may be modified)

One of the implications of this is that message 3 should not be sent 
until a reply (cancel reject or order execution: modify[pendind[)  is 
received to message 2.

Dale

>
>
> 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.
>
>
>
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-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------