将OrigClOrdID（标记41）修复为替换链。 这是订单中的第一个订单还是链中的前一订单？

Question

So whenever I want to change (reduce) the quantity of my order ( OrderCancelReplaceRequest ) I have to send a new ClOrdID and the original ClOrdID (tag 41). Ok, so let's say I change the quantity for a second time. Does the original ClOrdID (tag 41) I have to send now is the very first one or the previous one?

Answer 1

It is the client order id after the modification (most current one before this cancel/replace request), not the original one. You can check this in FIXimate , where the description of the field says:

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

Answer 2

It is clOrdId of the most recent one (the one sent last). Even if server queues the messages or it handles each one instantly, both ways it works. I think there are some scenarios in the Matrix somewhere (not sure probably in FIX site only), which indicate the same. Let me know if you need more explanation.