[This message was posted by Eva Schmidt of <[EMAIL PROTECTED]> to the "4.2
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Hello guys,
I've got a question regarding the definition of tag 41, "OrigClOrdID":
I have the following scenario:
1.) I send a CancelreplaceRequest for an existing order
ClientOrderID = Y, OrigClOrdID = X
2.) Before receiving any response, I send directly a
Cancel request Message, nearly in the sam millisecond.
Which value must the OrigClOrdID have:
a.) OrigClOrdID = X,
because it's the ClOrdId we konw as confirmed by the exchange,
or
b.) OrigClOrdID = Y,
because this is the last ClOrdID we know tthat we've sent.
Any help with this issue would be much appreciated!
Many thanks and kind regards,
Eva
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