Imported from previous forum
What should the ClOrdID (Tag 11) be on a Cancelled execution when the Original Order has been replaced. For example:
An Order is received with ClOrdID (Tag 11) = A
The Order is accepted and a Fill is sent with ExecID (Tag 17) = EXEC-A.
An Order Cancel/Replace Request message is received with ClOrdID (Tag 11) = B and OrigClOrdID (Tag 41) = A
The Order Cancel/Replace Request is accepted and the Order moves into the replaced state.
The first fill is then cancelled ExecRefID (Tag 19) = EXEC-A.
What should be the value of ClOrdID in this message? The value of the original order (A), or the value of the replacement (B).