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Exchange-assigned OrderIDs

Posted: Tue Apr 20, 2021 11:01 pm
by hedgefair
CME : "Exchange-assigned OrderIDs are unique per order and are consistent for the life of the order.  " 

With bookmap onDepth (boolean isBid, int price, int size) looks like the ID of the order is missing.

How can I get the CME OrderID for each orderbook update?

Thanks

Re: Exchange-assigned OrderIDs

Posted: Wed Apr 21, 2021 8:04 am
by Andry API support
Hi, if the question is about getting order ids (market-by-order data, if supported by the adapter) in your module:
  • for Simplified API, your module should implement MarketByOrderDepthDataListener
  • for Core API , your module should implement Layer1ApiMboDataListener
Again, the adapter should support MBO data.