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Client Order ID of Order In Cancel Pending
Xavier Vasquez / Citadel Investment Group
27 Sep 2007 1:28PM ETI have a situation where a broker is sending me trades using the Client Order ID in my Order Cancel Request Message.
Send: New Order Single - Client Order Id X
Recv: Execution Message (order acknowledged) - Client Order Id X
Send: Order Cancel Request - Client Order Id Y referencing X
Recv: Execution Message (cancel pending) - Client Order Id Y
Recv: Execution Message (trade) - Client Order Id Y
This is causing havoc with my systems since there is no order message with client order id Y so my system is rejecting the trade. The broker is saying that it's valid to send a trade with the client order id of the cancel message. I say it is not valid. Who is correct?
Client Order ID of Order In Cancel Pending
Xavier Vasquez / Citadel Investment Group 27 Sep 2007 1:28PM ET
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