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Jeffrey Croft / Plus Markets Group plc
3 May 2012 11:19AM ET
What should be returned in OrdStatus <39> when replacing an order (with no fills)? Does this depend on whether the exchange system has created a new order with adjusted Time/Priority or simply made a change replacing a field that has not led to any adjustment in the orders priority?
Some venues generate a new id in tag 37 whereas other venues maintain 37 for the lifetime of the order, so should status always be 'NEW' if the Orderid gets updated?
Jeffrey Croft / Plus Markets Group plc 3 May 2012 11:19AM ET
Re: OrdStatus Jeffrey Croft / Plus Markets Group plc 4 May 2012 11:42AM ET