Imported from previous forum
[ original email was from Steven Horn - steve.horn@gs.com ]
Is there a way to determine if an Order Cancel Reject is a response to an order Cancel Request or an Cancel/Replace Request?
It appears that the only way to do this is to look at the order state in an OMS.
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
Both Cancel Requests and Cancel/Replace Requests are required to have a unique ClOrdID. The Order Cancel Reject requires that ClOrdID to be specified. This should match up with either a Cancel Request or a Cancel/Replace Request.
> Is there a way to determine if an Order Cancel Reject is a response to an order Cancel Request or an Cancel/Replace Request?
> It appears that the only way to do this is to look at the order state in an OMS.