Imported from previous forum
I would like to know if there is a way to identify cancel reject msgs (35=9) during resends. If the possible duplicate flag set to Y (43=Y) when a msg is received, you need to check some identifier to see if you already got this msg. For execution reports, we check tag 17, execution ID. What field in a cancel reject msg should be used for duplicate checking?
-Jeff
[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
The fields you need to search on are <MsgType> and <ClOrdID>. If you are following the FIX spec rules Cancel or Correct must have a <ClOrdID> unique and different from the Order and any previous Correct. It follows that a second Cancel Reject with the same <ClOrdID> is a duplicate.
> I would like to know if there is a way to identify cancel reject msgs (35=9) during resends. If the possible duplicate flag set to Y (43=Y) when a msg is received, you need to check some identifier to see if you already got this msg. For execution reports, we check tag 17, execution ID. What field in a cancel reject msg should be used for duplicate checking?
> -Jeff
>
>