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Date/Time: Fri, 03 May 2024 05:52:18 +0000

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Post From: DTC allows duplicate ClientOrderIDs

[2023-01-27 03:07:44]
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User5044343 - Posts: 67
Per https://dtcprotocol.org/index.php?page=doc/DTCMessages_OrderEntryModificationMessages.php#Messages-SUBMIT_NEW_SINGLE_ORDER

This is the Client supplied order identifier. The Server will maintain this order identifier throughout the life of the order and always provide it back through the ClientOrderID field in the ORDER_UPDATE messages for the order.

This identifier cannot be an identifier used for a currently open order and it cannot be an identifier previously used in the current trading session. The trading session typically will be a 24-hour period defined by the Server. The Server shall reject an order with a client order identifier that is for a currently open order or which has already been used during the current trading session.


Below I posted 2 orders to CME with the same ClientOrderID and the orders were accepted and working at the same time.

{"Type":301,"RequestID":0,"TotalNumMessages":1,"MessageNumber":1,"OrderStatus":2,"OrderUpdateReason":3,"OrderType":4,"BuySell":1,"Price1":407400,"Price2":407500,"TimeInForce":1,"GoodTillDateTime":0,"OrderQuantity":1,"FilledQuantity":0,
"RemainingQuantity":1,"AverageFillPrice":0,"LastFillPrice":0,"LastFillDateTime":0,"LastFillQuantity":0,"NoOrders":0,"Symbol":"MESH23_FUT_CME","Exchange":"","ServerOrderID":"1054781","ClientOrderID":"4","ExchangeOrderID":"1384041",
"LastFillExecutionID":"","TradeAccount":"xxx","InfoText":"Teton CME Order Routing (New). Info: Order from DTC client #15. Sierra Chart.","ParentServerOrderID":"","OCOLinkedOrderServerOrderID":"","OpenOrClose":0,
"PreviousClientOrderID":"","FreeFormText":"","OrderReceivedDateTime":1674788284,"LatestTransactionDateTime":1674788284.156,"Username":""}


{"Type":301,"RequestID":0,"TotalNumMessages":1,"MessageNumber":1,"OrderStatus":2,"OrderUpdateReason":3,"OrderType":4,"BuySell":1,"Price1":407400,"Price2":407500,"TimeInForce":1,"GoodTillDateTime":0,"OrderQuantity":1,"FilledQuantity":0,
"RemainingQuantity":1,"AverageFillPrice":0,"LastFillPrice":0,"LastFillDateTime":0,"LastFillQuantity":0,"NoOrders":0,"Symbol":"MESH23_FUT_CME","Exchange":"","ServerOrderID":"1054782","ClientOrderID":"4","ExchangeOrderID":"1384042",
"LastFillExecutionID":"","TradeAccount":"xxx","InfoText":"Teton CME Order Routing (New). Info: Order from DTC client #15. Sierra Chart.","ParentServerOrderID":"","OCOLinkedOrderServerOrderID":"","OpenOrClose":0,
"PreviousClientOrderID":"","FreeFormText":"","OrderReceivedDateTime":1674788311,"LatestTransactionDateTime":1674788310.662,"Username":""}


Is this a bug or expected behavior for CME?