busting a trade against a currently cancelled ordre

, ,
1

Imported from previous forum

2

In the following scenario what is the correct ClOrdId and OrigClOrdId that is to be
assigned a reopened busted trade.

  1. partially fill a 5 lot order with 3 lots
    ClOrdId=1 OrigClOrdId=1
  2. send cancel request for the remaining leaves=2
    ClOrdId=2 OrigClOrdId=1
  3. confirm cancel request cancel 2 lots
  4. bust the original trade=3 against the canceled order. At this point what should
    the ClOrdId and OrigClOrdId be of the open order quantity from the busted trade?
    Also should the quantity of the open order reflect only the quantity of the busted
    trade=3?
    Thanks
    John Lyell

John Lyell
MDS
jlyell@mdsit.com