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Date/Time: Fri, 03 May 2024 21:02:03 +0000

Post From: Not Receiving Final Fill on Partially Filled Order using LMax FIX

[2018-09-11 15:01:55] Link To Thread - Link To Post [Go To First Post]
User60271 - Posts: 63
Thanks for the prompt response. Will upgrade to the 1803 build.In relation to the constant client order ID,from my understanding, FIX convention seems to be that new-replaces-old for client order ID on each CancelReplace message for an order. Some FIX implementations such as CME's iLink provide an additional custom field that tracks the original client order ID in all messages related to a single order. This field links all cancel/replaces back to the original order to avoid issues similar to the one identified.