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List Trading
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Re: Order Status Request for order in list
ally look
15 Jul 2005 2:11AM ETIf I interprete correctly, ClOrdID must be unique, with or without ListID. You can't have same ClOrdID from the same sender. ListID is only used for group several ClOrdID together.
> If I understand it correctly, I can't use ordinal Order Cancel/Replace
> Request messages for orders from lists until I include ListID to
> Requests (it's true for at least 4.2).
>
> And it means (for broker-side system) that uniqueness (per sender, per
> day) is required either for ClOrdID (for single orders) or for
> ClOrdID+ListID (for individual orders in lists, because uniqueness for
> ClOrdID in a list is not required).
>
> But it's not a case for Order Status Request, because it doesn't have
> ListID field (it has only ClOrdID, Symbol, and Side), and it looks
> strange for me, because different orders in different lists can have the
> same ClOrdID - how broker decides which order to show?
>
> Or it's just not designed for individual orders in lists, and broker
> must reject them.
Re: Order Status Request for order in list
ally look 15 Jul 2005 2:11AM ET
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