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Posts:5
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| 12/08/2008 2:45 PM |
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Has anyone recently seen repeated order reference numbers? We're seeing ADDs with duplicated order reference numbers (after the first add has been eliminated via DELETE). All the line and symbol sequence numbers are correct and I've verified the parsing using the FAST developers' pack as well as our own code.
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Verona
Posts:63
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| 12/10/2008 1:47 PM |
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It is possible because of a routed order. When we route an order we first must remove it from the book and when the order, it's routed back. If there are any outstanding shares left, we re-book it with the original order id.
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