re: EP60 - Contingent Orders

, ,
1

Imported from previous forum

2

Hi,

I saw question of a sell-side assigned “OrderID” like ID to the ListOrder in the draft specification (p14) but I guess it was not put into SP1
http://www.fixprotocol.org/documents/3672/FIX%20Protocol%20Gap%20Analysis%20-%20Contingent%20Order%20Req%26%2339%3Bs%200.16.doc

I would like to support this addition of sell-side assigned grouping id (ContingencyID?) similar to ListID from the buy-side. It would be added to ExecutionReport, ListStatus, ListCancelRequest.

3

[ original email was from Rikard Hedberg - rikard.hedberg@omxgroup.com ]
Andre,

the main consideration to not including the receiver assigned identifier was that we did not want to introduce new identifier fields in primarily a message as the Execution Report as that could lead to unnecessary breakage. The ambition of the group was to introduce as few changes as possible but define a standard approach to contingency order processing and field usage. We were also aware that some implementations already used List Orders for this purpose.

I agree with you that the identifier is relevant and would also support adding it in a future version. At the moment, however, there is no scheduled activity in enhancing the support for contingency orders.

Regards

Rikard

Hi,

I saw question of a sell-side assigned “OrderID” like ID to the
ListOrder in the draft specification (p14) but I guess it was not put
into SP1//www.fixprotocol.org/documents/3672/FIX%20Protocol%20Gap%20Analysis%20-
%20Contingent%20Order%20Req%26%2339%3Bs%200.16.doc

I would like to support this addition of sell-side assigned grouping id
(ContingencyID?) similar to ListID from the buy-side. It would be added
to ExecutionReport, ListStatus, ListCancelRequest.

4

Hi Rikard,

Thanks for the reply, if I can assist in anyway please let me know.

Andre,

the main consideration to not including the receiver assigned identifier
was that we did not want to introduce new identifier fields in primarily
a message as the Execution Report as that could lead to unnecessary
breakage. The ambition of the group was to introduce as few changes as
possible but define a standard approach to contingency order processing
and field usage. We were also aware that some implementations already
used List Orders for this purpose.

I agree with you that the identifier is relevant and would also support
adding it in a future version. At the moment, however, there is no
scheduled activity in enhancing the support for contingency orders.

Regards

Rikard

Hi,

I saw question of a sell-side assigned “OrderID” like ID to the
ListOrder in the draft specification (p14) but I guess it was not put
intowww.fixprotocol.org/documents/3672/FIX%20Protocol%20Gap%20Analysis%20-
%20Contingent%20Order%20Req%26%2339%3Bs%200.16.doc

I would like to support this addition of sell-side assigned grouping
id (ContingencyID?) similar to ListID from the buy-side. It would be
added to ExecutionReport, ListStatus, ListCancelRequest.