ClOrdID Do not match in request(35=D) and response (35=8)

Created at 26 Oct 2018, 21:01
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netread2004

Joined 26.12.2017

ClOrdID Do not match in request(35=D) and response (35=8)
26 Oct 2018, 21:01


I am sending  NewOrderSingle  Request (35=D) and in response I am getting ExecutionReport (35=8) for some other order which is filled and later closed.


Here are  the message details:
The order (ClOrdID = 815338978 ) was filled and closed as can be seen from the received message 39=2 and 150=F in response to OrderStatusRequest (35=H). Here both, request and response has same ClOrdID = 815338978 .
However, following this orderStatuRequest I sent Stop Order NewOrderSingle message with New ClOrdID = 2092754372. But, in response I got the message for ClOrdId = 815338978 which is earlier Filled order. 
Not sure why this is happening. Is this valid response? If someone could comment on this I would greatly appreciate it.


-----------Messages----------
--------Order Status Request message and response----------
26/10/2018 16:57:54.686 | SendText : 8=FIX.4.4 9=101 35=H 49=icmarkets.2015366 56=cServer 57=TRADE 50=TRADE 34=491 52=20181026-16:57:54 11=815338978 54=1 10=128 
26/10/2018 16:57:54.686 | ReceivedText : 8=FIX.4.4 9=223 35=8 34=492 49=cServer 50=TRADE 52=20181026-16:57:54.403 56=icmarkets.2015366 57=TRADE 6=1.13958 11=815338978 14=1000 37=14934812 38=1000 39=2 40=3 54=1 55=1 59=1 60=20181026-16:57:54.155 99=1.13957 150=F 151=0 721=7056922 10=241 
---------NewOrderSingle request and response-----------
26/10/2018 16:57:55.372 | SendText : 8=FIX.4.4 9=157 35=D 49=icmarkets.2015366 56=cServer 57=TRADE 50=TRADE 34=492 52=20181026-16:57:55 11=2092754372 55=1 54=1 60=20181026-16:57:55 38=1000 40=3 99=1.13975 59=3 10=211 
26/10/2018 16:57:55.372 | ReceivedText : 8=FIX.4.4 9=223 35=8 34=493 49=cServer 50=TRADE 52=20181026-16:57:54.623 56=icmarkets.2015366 57=TRADE 6=1.13958 11=815338978 14=1000 37=14934812 38=1000 39=2 40=3 54=1 55=1 59=1 60=20181026-16:57:54.155 99=1.13957 150=F 151=0 721=7056922 10=246 
------------------------------------------------------------------------------------------------------------


@netread2004
Replies

netread2004
01 Nov 2018, 16:21

Any response on this?

This appears to be real issue in handshaking sent and received messages.

I don't know how one can interpret correctly the recieved messages from FIX server and take appropriate actions without proper relation between sent and recieved messages.

I assume these sent/received messages are not asynchronously exchanged. I beleive there is certain relation between sent and received messages.

Please can anyone comment on this?

 


@netread2004

PanagiotisCharalampous
01 Nov 2018, 17:38

Hi netread2004,

We have checked our logs and response for 2092754372 was sent 300 ms after the order message. The message received after sending 2092754372 was not related to 2092754372  but to 815338978 as the CIOrdID. You should not rely on the sequence of the messages received but on the ClOrdID. 

Best Regards,

Panagiotis


@PanagiotisCharalampous

netread2004
01 Nov 2018, 18:09

Thanks for the response.


@netread2004