[This message was posted by Ashish Bhatia of <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/a7d8684a - PLEASE DO NOT REPLY BY MAIL.]
Hi, If you can capture the connection lost event, you can look at notifying the upstream systems using Trading Session Status (MsgType = h). For rejecting messages, you could hold on to the connection name and it's status in a simple data structure like HashMap. Before sending out the order on a particular connection, you can check the status of the connection in the map and reject the order if the connection is down. All new order reject messages are Execution Reports (35=8), Cxl/CxlReplace rejects are OrderCancelReject (35=9) in standard fix. You could continue to use the same reject messages in your case too. - Ashish > > Hello, > > I am writing order routing gateway where orders are forwarded to > multiple exchanges. > > Say one of the exchange goes offline (lost connection etc) and the > client wants to sumit an order (or any other message) to that exchange. > How can I let that client know that this exchange is gone offline? > > I looked into Reject (MsgType = 3) message and this can only be sent if > there is a session level violation and that's not the case here. > > There is also Business Message Reject (MsgType = j) and that can only be > sent in certain casees. > > So any ideas as to what is the best/recommended way to reject messages > in situation outlined above? > > Thanks [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
