RE: [Quickfix-developers] ClOrdID protocol??

[Patrick R. <pat...@ya...>]

F&O markets are difficult, few use FIX (CME for
example), most have specific APIs. F&O brokers begin
to develop FIX interface/gateways to their systems
though.

--- James Downs <jc...@co...> wrote:
> I think Island has a 10 character max len, and CBOE
> requires a specific
> format.
> 
> Jim
>  
> James C. Downs
> Connamara Systems, LLC
> 53 W. Jackson Blvd
> Suite 1627
> Chicago, IL 60604
> 312 - 282 - 7746
> www.connamara.com
> 
> 
> -----Original Message-----
> From:
> qui...@li...
>
[mailto:qui...@li...]
> On Behalf Of Jo
> Janssens
> Sent: Friday, July 25, 2003 7:36 AM
> To: qui...@li...
> Subject: RE: [Quickfix-developers] ClOrdID
> protocol??
> 
> 
> This is an issue I have been thinking about as well
> - I am planning to use a
> clordid that is 16 characters. Does anyone know of a
> destination that would
> not support an id of at least this length??
> Presently, we route to NYSE,
> various nasdaq ecn's, and all 5 options exchanges.
> 
> If someone has had an experience where 16 chars was
> too many, let me know.
> 
> Thanks!
> Jo
> 
> -----Original Message-----
> From:
> qui...@li...
>
[mailto:qui...@li...]
> On Behalf Of Oren
> Miller
> Sent: Thursday, July 24, 2003 10:32
> To: Andrew Munn;
> qui...@li...
> Subject: Re: [Quickfix-developers] ClOrdID
> protocol??
> 
> There is no standard protocol for this.  In fact,
> some exchanges won't even
> look at it, they often treat it as a pass thru
> value.  Generally, you just
> need to insure somehow that it is unique for the
> extent of the session.
> Whatever way you choose to do that is entirely up to
> you.
> 
> One thing you should verify is the maximum length
> your counterparty
> supports.  Although there is no restriction on the
> length of a FIX field,
> the counterparty usually stores this value in a
> database which forces a
> length restriction on their end.  If their length
> restriction is hig enough,
> you can use a UUID.  Otherwise time + counter could
> be sufficient. 
> Or simply persisting somewhere the last id that you
> used.
> 
> --- Andrew Munn <an...@nm...> wrote:
> > If a client program uses a simple counter to
> > generate Order IDs and the
> > client exits and then restarts, the ClOrdID is
> reset
> > to 1.  Orders sent
> > after that get a "duplicate ClOrdID" reject until
> > more orders are sent
> > than were sent by the previous session (when new
> > ClOrdIDs start being
> > generated).
> > 
> > What is the standard procedure, if any, to ensure
> > uniqueness of ClOrdIDs
> > between disconnects, crashes, etc?  Should an OMS
> > query the message
> > store on startup for the highest ClOrdID used that
> > day and begin
> > incrementing it?  Should it assure uniqueness by
> > appending a session
> > counter to the end of the ID?  Should it simply
> tack
> > on time&date?
> > 
> > 
> > Thanks
> > Andrew Munn
> > and...@ho...
> > 
> > 
> > 
> > 
> > 
> > 
> >
>
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