HowTo handle Order Cancel Reject right

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1

Imported from previous forum

2

Hey,

Order O2 (ClOrdId=A) is an active, already replaced order.
now i try to replace it with O3 (ClOrdId=B, OrigClOrdID=A)

Now i get an order cancel reject message for O3 (ClOrdId=B, OrigClOrdID=A)
and a OrdStatus=REPLACED

now i want to cancel that order with O4

now, do i have to send

O4 (ClOrdId=C, OrigClOrdID=B) or
O4 (ClOrdId=C, OrigClOrdID=A)

meaning: what’s the OrigClOrdID?

3

Hey,

Order O2 (ClOrdId=A) is an active, already replaced order. now i try to
replace it with O3 (ClOrdId=B, OrigClOrdID=A)

Now i get an order cancel reject message for O3 (ClOrdId=B,
OrigClOrdID=A) and a OrdStatus=REPLACED

now i want to cancel that order with O4

now, do i have to send

O4 (ClOrdId=C, OrigClOrdID=B) or O4 (ClOrdId=C, OrigClOrdID=A)

meaning: what’s the OrigClOrdID?

Hi Sascha,

You would send a cancel request with 11=C and 41=A. Order ‘A’ is still active (and the ClOrdID ‘B’ has already been used and refers to a rejected replace attempt), so you would use ‘A’ as the OrigClOrdID.

  • Paul
4

thanks for that.

Hey,

Order O2 (ClOrdId=A) is an active, already replaced order. now i try
to replace it with O3 (ClOrdId=B, OrigClOrdID=A)

Now i get an order cancel reject message for O3 (ClOrdId=B,
OrigClOrdID=A) and a OrdStatus=REPLACED

now i want to cancel that order with O4

now, do i have to send

O4 (ClOrdId=C, OrigClOrdID=B) or O4 (ClOrdId=C, OrigClOrdID=A)

meaning: what’s the OrigClOrdID?

Hi Sascha,

You would send a cancel request with 11=C and 41=A. Order ‘A’ is still
active (and the ClOrdID ‘B’ has already been used and refers to a
rejected replace attempt), so you would use ‘A’ as the OrigClOrdID.

  • Paul