[This message was posted by Harald Klingel of DBA <[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/038f7d76 - PLEASE DO NOT REPLY BY MAIL.]
Hi everybody, thank you very much for your help, I really appreciate it. Greetings Harald > If the system is down, nothing "bad" can happen with the orders anyway. > If the system is back up, OrderMassStatusRequest would be available > again. The issue is obviously the gap between the system being up and > running again and the order status information reaching the order > submitter and his ability to take appropriate action. This is where > ExecInst=Q=Cancel on system failure comes into play to avoid this gap. > > We intend to propose an extension to FIX to support similar instructions > on the session level, i.e. cancel/suspend orders/quotes upon > disconnect/system failure/trading halt. > > > Hi Harald, > > > > If a system fails, the likelyhood of a OrderMassStatusRequest being > > answered is small, as the system is down.. > > > > You might want to investigate if the system you are connecting to > > supports CancelOnSystemFailure (which you can set in tag 18=Q).. > > > > With this tag in your NewOrderSingle, you will know the status of your > > orders when a system fails upfront, or at least how they should be > > handled when this condition occurs. > > > > Cheers, Christiaan > > > > > From FIX.4.3 onwards, OrderMassStatusRequest 35=AF is available, its > > > defined as "The order mass status request message requests the > > > status for orders matching criteria specified within the request." > > > > > > http://fixprotocol.org/FIXimate3.0/en/FIX.4.3/body_54536570.html > > > > > > > Hi, I'm new to FIX anf I'm wondering, if there is a possibility to > > > > get a list of all active orders which are in the market. Something > > > > like 'getAllOrders(Account)' would be fine. > > > > > > > > If there is no such function, do I really have to keep track of > > > > all orders by myself? It seems pretty risky to do that... > > > > > > > > Regards, Harald [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.
