Greetings,
I have a question about unique identifiers. With all of the order
submission, filling, canceling, and replacing I was wondering how does
everyone keep it straight?
It looks like the CLOrdID would be a good unique identifier that would link
back to an item in a map / dictionary, however if you submit an order cancel
you have to issue a new CLOrdID and also send in the original.
Is there a field you could set to that gets reflected back for each message
of the lifetime of the order?
Do I need to be cute and make my CLOrdIDs someline like:
OrderABCD.1 then use OrderABCD.2 for a cancel request and just strip off the
.1 and .2 to get my unique identifier.
Thanks,
Tim
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