During the lifetime of an order, the order identifier as seen by the Client and Venue "clOrdID" may change as a result of cancel-and-replace operations. By contrast, the identifier used internally by Whisperer does not change.
orderId integer - MarketFactory internal order identifier
| name | orderId |
|---|---|
| type | Interger |
| description | MarketFactory internal order identifier A globally unique identifier for each Whisperer session, across all customer applications. |
| allocation | MFAPI |
| scope | Globally unique across all clients during a session |
clOrdID string - Client Order ID
Allocated by: Customer Application at order submission when he submits a new order
Scope: Unique per (deal code, Trading Venue) during a session, a string provided by the Customer Application. It should be unique per Feed, Customer Application, and Session. An error may be returned if two Customer Applications use the same clOrdID values to track different orders (however there is no guarantee that would happen because some venues just ignore duplicate orders). All Trading Actions and Events carry this field.
The Customer Application may leave that field empty and use only the MarketFactory Order Id described above everywhere except in the order submission. To avoid problems, clOrdID values must be unique. To strike a balance between uniqueness and readability, a unique identifier may be constructed by the concatenation of company name, the current timestamp, user id, and process id.
exOrdID string - Exchange Order ID
Type: Variable-length string
Allocated by: Trading Venue when the order is accepted by the former
Scope: Unique per Trading Venue, Customer Application, and session
Typically it is a long string. It is propagated to all relevant Trading Events.
exTradeID string - Exchange Trade ID
Allocated by: Trading Venue when the TradeCapture is generated
Scope: Unique per Trading Venue
A string that uniquely identifies a TradeCapture event. The TradeCapture message also carries the clOrdID and exOrdId.
cxlID string - Cancel ID
Allocated by: Customer Application upon cancellation request
Scope: Unique per Trading Venue, Customer Application, and session
A string provided by the Customer Application to identify a cancellation request. clOrdID can be also used to track the status of all cancellation requests.