Order identification

Incoming orders and order instructions have an identifier assigned to them by the client - ClOrdID (11). This is relayed by the exchange in outgoing responses. In addition, the exchange sets an order identification in OrderID (37).

OrderID (37)

NSX provides the current order id in the OrderID (37) tag. This order id will change if an order amendment results in loss of orderbook priority - for example, the refreshing of an iceberg order.

OrderID (37) is unique across all trading days i.e. an OrderID (37) value will never be reused.

ClOrdID (11)

For incoming orders, the ClOrdID (11) must be unique. The exchange will check for uniqueness on NewOrderSingle (D), OrderCancelRequest (F) and OrderCancelReplaceRequest (G) messages for open and traded orders. Clients who utilise multiple FIX connections must ensure that ClOrdID (11) is unique across all FIX connections for the client. In addition, ClOrdID (11) values must be unique for orders that remain in the book for multiple days (long or GT orders).