Re: [Quickfix-developers] Is it possible to receive status information for multiple orders in execu
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From: Anupam G. <1pq...@sn...> - 2006-07-17 20:11:08
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Thank you for the information John. The platform that I am planning to use supports order book download. This allows all open order status information to be provided in executionreport(s). The documentation provided for this platform does not clearly specify whether the information is sent in one message or multiple messages. I think you have clearly answered my question. Anupam. -----Original Message----- Anupam, The OrdStatus field contained in an ExecReport will be specific to the ExecReport you receive, which by definition is for a single order (partial or complete fill). If you want to receive status on multiple orders without a fill, you need to send an OrderStatusRequest (msgtype = H) for each order in question, and receive individual replies for each order. Alternatively, if your broker supports it, I believe you can also send a List Status Request and receive a List Status back, but I'm not familiar with this type of message. Hope this helps, John -------------------------------------- John Haldi Allagash Trading, LLC 120 Broadway, 20th Floor New York, NY 10271 212.433.3958 jo...@al... <http://mail.online.ie/imp/compose.php?to=john%40allagash.us&thismailbox=INBOX> -----Original Message----- From: qui...@li... <http://mail.online.ie/imp/compose.php?to=quickfix-developers-bounces%40lists.sourceforge.net&thismailbox=INBOX> [mailto:qui...@li... <http://mail.online.ie/imp/compose.php?to=quickfix-developers-bounces%40lists.sourceforge.net&thismailbox=INBOX>] On Behalf Of Anupam Gupta Sent: Monday, July 17, 2006 2:07 PM To: qui...@li... <http://mail.online.ie/imp/compose.php?to=quickfix-developers%40lists.sourceforge.net&thismailbox=INBOX> Subject: [Quickfix-developers] Is it possible to receive status information for multiple orders in executionreport. QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html <http://mail.online.ie/services/go.php?url=http%3A%2F%2Fwww.quickfixengine.org%2Fquickfix%2Fdoc%2Fhtml%2Findex.html> QuickFIX Support: http://www.quickfixengine.org/services.html <http://mail.online.ie/services/go.php?url=http%3A%2F%2Fwww.quickfixengine.org%2Fservices.html> Hello all, I was trying to receive order status information for multiple orders in execution report for FIX 4.2 in VC++. Is it possible with QF and if so, how? I request you to provide sample code for FIX 4.2 in VC++. Thank you all in advance. Anupam. ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 <http://mail.online.ie/services/go.php?url=http%3A%2F%2Fsel.as-us.falkag.net%2Fsel%3Fcmd%3Dlnk%26kid%3D120709%26bid%3D263057%26dat%3D121642> _______________________________________________ Quickfix-developers mailing list Qui...@li... <http://mail.online.ie/imp/compose.php?to=Quickfix-developers%40lists.sourceforge.net&thismailbox=INBOX> https://lists.sourceforge.net/lists/listinfo/quickfix-developers <http://mail.online.ie/services/go.php?url=https%3A%2F%2Flists.sourceforge.net%2Flists%2Flistinfo%2Fquickfix-developers> |