Order Cancel Reject : OrderID

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Imported from previous forum

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I want to manage "Order Cancel Reject" message.

If I receive an "Order Cancal Request" for an unknown message, I should respond with an "Order Cancel Reject" message.

In the FIX 4.0 definition for the "Order Cancel Reject" message, the Tag 37 ("OrderID") is mandatory. What sould I write in this Tag, because the request of the Buy-Side correspond to nothing !

Thanks,
Christophe.

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Note that the Buy-side firm provides ClOrdID (which would be provided on the Order Cancel Request) while the sellside firm provides OrderID (which is not applicable/known).

Specify “NONE” for OrderID on Order Cancel Reject if Order Cancel Request was received for an unknown order. This is consistent with the FIX 4.3’s spec which staes “If CxlRejReason=‘Unknown Order’, specify ‘None’”.

> I want to manage "Order Cancel Reject" message.
>
> If I receive an "Order Cancal Request" for an unknown message, I should respond with an "Order Cancel Reject" message.
>
> In the FIX 4.0 definition for the "Order Cancel Reject" message, the Tag 37 ("OrderID") is mandatory. What sould I write in this Tag, because the request of the Buy-Side correspond to nothing !
>
> Thanks,
> Christophe.
>
>