[This message was posted by Hanno Klein of Deutsche Börse Systems <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/888db00a - PLEASE DO NOT REPLY BY MAIL.]
I believe it is for historical reasons to make sure that the receiver cancels the right order. As you can see, also the instrument and the order quantity are still mandatory fields on this message. Especially the order quantity can be confusing as it is not the quantity for cancellation but the most recent total order quantity as specified by the sender. In terms of performance there is an argument for additional fields. I doubt that you would implement a globally unique order identifier. This would create a bottleneck by design. So typically you would restrict the scope to a single instrument so that your trading engine can go immediately to the right order book. Different architectures will have different requirements in terms of what is needed to find the order as fast as possible. Regards, Hanno. > I am just wondering, why is side mandatory when cancelling an order. > Surely a unique order identifer should be sufficient. thanks [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
