Is this still accepted practice? Specifically, using the QuoteID (117) value as ClOrdID (11) in an execution report notifying a fill of a single quote? It seems the obvious choice, since QuoteID is required in a Quote (35=S) but the standard seems to imply that for a single Quote the value of QuoteMsgID (1166) should be used rather than QuoteID (117), see below. Are these just examples of possible values?
In the case of quotes can be mapped to:
- QuoteMsgID(1166) of a single Quote(35=S)
- QuoteID(117) of a MassQuote(35=i).
- MassOrderReportID(2424) of a MassOrderAck(35=DK)