[This message was posted by Manish Sharma of <[email protected]> to the "4.4 Changes" discussion forum at http://fixprotocol.org/discuss/17. You can reply to it on-line at http://fixprotocol.org/discuss/read/21fd3a78 - PLEASE DO NOT REPLY BY MAIL.]
Hi, Normally only ClOrdId got changed on cancel or mod request and OrderID (Tag 37) remains same , which is sensible and as per because they are essentially represent the same order chain in broker's system and this ID is the identification on broker side ,neither on client side nor on exchange side. Thanks Manish http://javatechtips.blogspot.com > Hello, > > Is it allowed in FIX to change the OrderID on an > OrderCacel/Repalce Request? > > In the documentation is says. > > The OrderID field is populated with the sell-side brokergenerated order > number (or fund manager-generated order number for CIVs). Unlike > ClOrdID/OrigClOrdID which requires a chaining through Cancel/Replaces > and Cancels, OrderID and SecondaryOrderID are not required to change > through changes to an order. > > But on the Execution Report where fields are described. 37 OrderID Y > OrderID is required to be unique for each chain of orders. > --- > Then again on the Order Cancel Request/replace Request text: Note that > while it is necessary for the ClOrdID to change and be unique, the > broker’s OrderID field does not necessarily have to change as a result > of the Cancel/Replace request. > > > > ---- > > So what dose "OrderId Field does not necessairly have to change" actully > mean when the Execution Report must have an unique OrderID in the Chain > of orders. > > Since most exchanges uses the same OrderId during a day. While I have > seen examples where each Execution report has an Unique OrderId. Aka > both fill, Modifies cancels has new Orderids. [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.
