Re: [Quickfix-users] NewOrderSingle - Buy Side

[Vincent P. <vpr...@ph...>]

On May 29, 2008, at 5:53 PM, Mike Gatny wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> You may want to head over to fixprotocol.org and download the FIX spec
> for the FIX version you are using.  Specifically, you may want to look
> at the appendix containing the state change matrices.

Looks like I'll probably need to figure out the matrix.

>
> That said, a New Order Single (and other order msgs for that matter)
> should always have a unique ClOrdID, regardless of side.   
> Additionally,
> your counterparty may impose certain restrictions on the format of the
> ClOrdID (e.g. it's length, or what characters it can contain).
>
> An ExecutionReport should always contain a ClOrdID that matches the
> ClOrdID on the order to which it refers.  So the party that sent  
> the buy
> should get an ExecutionReport with a ClOrdID that matches his New  
> Order
> Single's ClOrdID, and the party that sent the sell should get an
> ExecutionReport with a ClOrdID that matches his New Order Single's  
> ClOrdID.

Thanks.

>
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

-- 
Vincent