Description

Type: char

Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.

Valid values:

  • 0 = Secondary order ID

    Can be used to refer to an additional order identifier assigned by the party accepting an order, e.g. SecondaryOrderID <198>.

  • 1 = Order ID

    Can be used to refer to an order identifier assigned by the party accepting an order, e.g. OrderID <37>.

  • 2 = Market data entry ID

    Can be used to refer to a market data entry identifier provided with market data, e.g. MDEntryID <278>.

  • 3 = Quote entry ID

    Can be used to refer to a quote identifier provided with market data or quote, e.g. QuoteEntryID <299>.

  • 4 = Original order ID

    Can be used to refer to an initial order identifier assigned by the party accepting an order, e.g. OrderID <37> that changed.

  • 5 = Quote ID

    Can be used to refer to a quote identifier assigned by the party issuing the quote, e.g. QuoteID <117>.

  • 6 = Quote request ID

    Can be used to refer to a quote identifier or quote request identifier assigned by the party issuing the request, e.g. QuoteReqID <131>.

  • 7 = Previous order identifier

    Can be used when previously assigned (unique) system order identifier has changed.

  • 8 = Previous quote identifier

    Can be used when previously assigned (unique) quote identifier has changed.

  • 9 = Parent order identifier

    Can be used where orders are split into child orders and need to refer back to their parent order.

  • A = Manual order identifier

    Can be used to refer to a manually received order that is being replaced by an electronically received order.

Used In