Imported from previous forum
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Here is the proposal for the name and definition for
the time stamp that can be optionally used to identify
that the order state has not changed between the time
a Cancel request (or cancel replace request) has been
issued and the time it has been received.
Please let me know if this causes anyone concern.
THIS IS PROPOSED FOR DRAFT#2.
Field Name: OrdCurModTransactTime
DataType: UTCTimestamp
Definition:
The most recent (or current) modification TransactTime
(tag 60) reported on an Execution Report for the
order.
The OrderCurrentModTransactTime is provided as an
optional field on Order Cancel Request and Order
Cancel Replace Requests to identify that the state of
the order has not changed since the request was
issued.
This is provided to support markets similar to Eurex
and A/C/E.
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Field is now named OrigOrdModTime
> (tag 60) reported on an Execution Report for the
> order.
> The OrderCurrentModTransactTime is provided as an
> optional field on Order Cancel Request and Order
> Cancel Replace Requests to identify that the state of
> the order has not changed since the request was
> issued.
> This is provided to support markets similar to Eurex
> and A/C/E.
>
>