Comments (2)
by Sourabha Shetty (https://quantconnect.slack.com/archives/G01G4CC5A2K/p1611074549001500)
ClOrdID – Client Specified OrderID (Tag 11)
This is a client defined order identifier. A Unique ID assigned by the client for an order.
OrigClOrdID - Original Client order id (Tag 41)
ClOrdID of the previous order (not necessarily the initial order) when cancelling or replacing an order
So tag 41 is used to identify the Older order while placing cancel and cancel/replace requests.
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Q: Why is it changed automatically? Can we pass our own value?
A: As discussed, other day, they were some chars appended to the client order id sent by you. Our certificate simulator- the automated test envt to test against algo traders - is currently set up to generate clordid automatically. But when we manually test after integration or later in production, this will not be the case. Our TradeHub expects unique client order id’s to be sent from client side. (Sourabha Shetty, https://quantconnect.slack.com/archives/G01G4CC5A2K/p1612285223006600?thread_ts=1611688034.005600&cid=G01G4CC5A2K)
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