Re: [Quickfix-developers] [repost] Queuing orders before StartTime

[Oren M. <or...@qu...>]

John,  I think the discussion is one of semantics.  You are saying  
that (times used as an example), you wish to have a session time that  
starts at 9:00 AM, but want to send this future session orders at  
8:30 AM.

What I am saying is that you're session time actually starts at 8:30  
AM, but you do not want to logon until 9:00 AM.  Which is something  
you have control over.

--oren

> I perfectly know I do. When it's Monday morning and I got something  
> like
> one or two thousand orders to flush, it does take some time in my  
> internal
> systems, and I garantee you I won't wait until it's session time to  
> flush
> them or else I'll miss the opening of the market. So if I have a
> counterparty that accepts connection before being ready to really  
> receive
> orders and who asks me not to connect before a certain time, I am  
> screwed.
> Which is exactly what is happening right now.
>
>> It's hard to tell  where the line gets drawn.  If you are pumping  
>> a bunch of message
>> through at the end of the day and a couple get pushed through after
>> the session closes, should QuickFIX try to send those orders when the
>> next session opens up the next day.
>
> End of day is indeed another story, but can be solved easily enough by
> having an endtime half an hour after the market closes, which is
> necessary anyway to get back late executions reports. And it is my  
> job as
> a sender of the orders to format them according to the fix  
> protocole so
> that the counterparty knows when they expire.