In multivariate event data, the instantaneous rate of an event's occurrence may be sensitive to the temporal sequence in which other influencing events have occurred in the history. For example, an agent's actions are typically driven by its own preceding actions as well as those of other relevant agents in some order. We introduce a novel statistical/causal model for capturing such an order-sensitive historical dependence, where an event's arrival rate is determined by the order in which its underlying causal events have occurred in the recent past. We propose an algorithm to discover these causal events and learn the most influential orders using time-stamped event occurrence data. We show that the proposed model fits various event datasets involving single as well as multiple agents better than baseline models. We also illustrate potentially useful insights from our proposed model for an analyst during the discovery process through analysis on a real-world political event dataset.