What is the relationship between the FIX protocol OrdID, ClOrdID, OrigClOrdID?

I am new to the FIX protocol and was hoping that someone could clarify some conditions.

In particular, anyone can explain (perhaps an example) stream NewOrderSingle, ExecutionReport, CancelReplaceRequestand the fields used in these messages ClOrdID, OrdID, OrigClOrdID?

+5
source share
1 answer

Quick note about using fields. My experience is that many who implement FIX do it a little differently. Therefore, keep in mind that although I am trying to explain the correct use, you may find that there are differences between implementations. When I connect to a new broker, I get a FIX specification that accurately describes how they use the protocol. I have to be very careful to make sure that they deviate from other implementations.

This says that I will give you a summary of what you asked for.

, NewOrderSingle . . , /msg. , sendToTarget(). toApp(), , quickfix.Application.

( , ) . quickfix, fromApp(). MessageCracker ( ), MessageCracker, onMessage(). onMessage() ( , , ), onMessage (ExecutionReport msg, SessionID session). , "" . .

.

, Limit. . CancelReplaceRequest. , ( , ). NewOrderSingle, MsgType .

ClOrdID - , . NewOrderSingle ExecutionReport. OrdID ExecutionReport, , . OrgClOrdID , ( CancelReplaceRequest), ClOrdID . , ClOrdID , OrigClOrdID ClOrdID NewOrderSingle, , , ClOrderID CancelReplaceRequest, OrderID, ClOrderID. , CancelReplaceRequest ClOrdID.

+11
source

All Articles