Allocation - Order Information, when NoOrders is > 1

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1

Imported from previous forum

2

If several orders are combined for allocation, in the allocation message:

NoOrders say = 2, will follow with the repeating group of cliordids.

  1. Execution repeating group:
    Will it contain all executions for both orders ?
  2. Side - Which order’s side will this contain ? Same for the other fields like symbol etc… which order’s information will be populated there. Or does it mean that only orders with same side and symbol could be allocated ??

I’m not clear why the order related information (tag 54/55) is also not part of the order’s repeat group, or else why do we need it( they are required fields)… Please clarify !!
Thanks,
Menita

3
  1. Yes
  2. I’m not sure how you can have a single allocation for more than one symbol and side. It would be possible to have more than one allocation for the same OrderID, which could presumably support allocating a “cross”.

> If several orders are combined for allocation, in the allocation message:
>
> NoOrders say = 2, will follow with the repeating group of cliordids.
>
> 1) Execution repeating group:
> Will it contain all executions for both orders ?
> 2) Side - Which order’s side will this contain ? Same for the other fields like symbol etc… which order’s information will be populated there. Or does it mean that only orders with same side and symbol could be allocated ??
>
> I’m not clear why the order related information (tag 54/55) is also not part of the order’s repeat group, or else why do we need it( they are required fields)… Please clarify !!
> Thanks,
> Menita
>
>
>
>

4

Allocation message intention is to provide a fill on a particular symbol.

we are not allowed to have an allocation for more than a symbol.

may be OrderList will help you in getting allocation for different symbol and side.

thanks,
Srinivas Chamarthi

> If several orders are combined for allocation, in the allocation message:
>
> NoOrders say = 2, will follow with the repeating group of cliordids.
>
> 1) Execution repeating group:
> Will it contain all executions for both orders ?
> 2) Side - Which order’s side will this contain ? Same for the other fields like symbol etc… which order’s information will be populated there. Or does it mean that only orders with same side and symbol could be allocated ??
>
> I’m not clear why the order related information (tag 54/55) is also not part of the order’s repeat group, or else why do we need it( they are required fields)… Please clarify !!
> Thanks,
> Menita
>
>
>
>