ClOrdID/OrigClOrdID values

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1

Imported from previous forum

2

Please specify which values must be in ClOrdID and OrgClOrdID fields during Cancel Request processing in Execution reports.
<- Order New
ClOrdID = X
-> Execution Report
OrdStatus = New
ClOrdID = X
<- Order Cancel Request
ClOrdID = Y
OrigClOrdID = X
-> Execution Report
OrdStatus = Pending Cancel
ClOrdID = ???
OrigClOrdID = ???
-> Execution Report
OrdStatus = Canceled
ClOrdID = ???
OrigClOrdID = ???

3

[ original email was from Himanshu Sharma - himanshu_sharma@rsco.com ]
> Please specify which values must be in ClOrdID and OrgClOrdID fields during Cancel Request processing in Execution reports.
> <- Order New
> ClOrdID = X
> -> Execution Report
> OrdStatus = New
> ClOrdID = X
> <- Order Cancel Request
> ClOrdID = Y
> OrigClOrdID = X
> -> Execution Report
> OrdStatus = Pending Cancel
> ClOrdID = ???
> OrigClOrdID = ???
> -> Execution Report
> OrdStatus = Canceled
> ClOrdID = ???
> OrigClOrdID = ???
>
>
#######As per FIX4.0.
If you see the FIX4.0 trasition disgrams, Pending Cxl should be sent only if a status is requested (its marked with *).

<- Order New
ClOrdID = X
-> Execution Report
OrdStatus = New
ClOrdID = X
<- Order Cancel Request
ClOrdID = Y
OrigClOrdID = X

-> Execution Report
OrdStatus = New
ClOrdID = Y
OrigClOrdID = X
LastShares=0
OrderQty=300
(If status requested).
-> Execution Report
OrdStatus = pendingCxl
ClOrdID = X
LastShares=0
OrderQty=300

-> Execution Report
OrdStatus = Pending Cxl
ClOrdID = X
LastShares=50
OrderQty=300

-> Execution Report
OrdStatus = Canceled
ClOrdID = Y
OrigClOrdID = X
LastShares=0
OrderQty=300

####### As per FIX4.1

<- Order New
ClOrdID = X
-> Execution Report
OrdStatus = New
ClOrdID = X
<- Order Cancel Request
ClOrdID = Y
OrigClOrdID = X

-> Execution Report
OrdStatus = PendingCancel
ClOrdID = Y
OrigClOrdID = X
LastShares=0
OrderQty=300

-> Execution Report
OrdStatus = Pending Cxl
ExecType=PartialFill
ClOrdID = X
LastShares=50
OrderQty=300

-> Execution Report
OrdStatus = Canceled
ClOrdID = Y
OrigClOrdID = X
LastShares=0
OrderQty=300

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