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quickfixfix-protocol

Fix 4.2 Question

In a FIX 4.2 execution report what is the difference between FIX 4.2 : ClOrdID <11> field and FIX 4.2 : OrigClOrdID <41> field

Thanks

Solution

  • To be a little clearer than other posters OrigClOrdID (tag 41) is used in the following circumstances(gacked from http://www.fixprotocol.org/FIXimate3.0/ ): Used in messages: [ExecutionReport] [MultilegOrderCancelReplace] [OrderCancelReject] [OrderCancelReplaceRequest] [OrderCancelRequest] Used in components: [AffectedOrdGrp] [SideCrossOrdCxlGrp]

    and is the ClOrdID of an original message that these messages relate to. The best way to think about it is like a foreign key to a FIX (order) message that has already been sent and recieved. Because FIX is extensible it can obviously be used in other messages (with varying degrees of meaningfulness) to refer to a prior message.

    Hope all that helps