[Quickfix-developers] SendercompID and targetCompID
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From: Shankar K. <skr...@jw...> - 2005-10-05 17:36:19
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Hi, Just to be sure (since I donot have the broker connection enabled yet), The SenderCompId and TargetCompId, can be IP addresses right ? I am planning to use the 'Heartbeat messages', Would you normally use these Messages and show this as a status In the client application. Thanks Shankar -----Original Message----- From: Oren Miller [mailto:or...@qu...] Sent: Wednesday, October 05, 2005 10:37 AM To: Caleb Epstein Cc: Shankar Krishnan; qui...@li... Subject: Re: [Quickfix-developers] Order Types/ FIX Codes A convenient solution for most systems, if you don't want to put a lot of effort into it, is to use the value of the MsgSeqNum. If you are worried about sequence resets, pair it with a time value. --oren On Oct 5, 2005, at 9:25 AM, Caleb Epstein wrote: > On 10/5/05, Shankar Krishnan <skr...@jw...> wrote: > What is the normal method used to generate ClOrdID, is using the > random number gen valid or should I use something > More robust. > > Most exchanges and sell-side systems expect every ClOrdID to be > unique for a given session and will reject or ignore duplicates. > Using a random number generator isn't a very good idea unless you > can be sure it doesn't repeat. Most systems use either a simple > increasing sequence number or something like the NYSE DOT system's > branch code + sequence number convention (AAA 0001, AAA 0002, ... > ZZZ 9999). > > -- > Caleb Epstein > caleb dot epstein at gmail dot com |