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List Trading
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Re: Order Status Request for order in list
Maxim Yanchenko
6 Sep 2004 1:32PM ETIf 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
Maxim Yanchenko 6 Sep 2004 1:32PM ET
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