TAG 37 validated?

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1

Imported from previous forum

2

Should TAG 37 be included in the Modification (35=G) and Cancellation (35=F) for FIX 4.4? From my understanding, it is needed for FIX 4.2. Thanks!

3

What makes you assume that there is a difference between FIX 4.2 and 4.4 in this respect? Only the ExecutionReport must carry OrderID (tag 37) in both versions and some exchanges require you to use OrderID to identify an existing order for modification or cancellation. However, the FIX messages currently only mandate ClOrdID to be present for electronically submitted orders. This causes other problems which are discussed in the Exchanges & ECN Working Group (EEWG) Phase 1 Gap Analysis document which is posted on the GTC website and currently under public review. Feel free to take a look at section 6.2 there.

Regards,
Hanno.

Should TAG 37 be included in the Modification (35=G) and
Cancellation (35=F) for FIX 4.4? From my understanding, it is needed
for FIX 4.2. Thanks!