Re: [Quickfix-users] Storing orders
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From: Mike G. <mg...@co...> - 2013-07-11 12:21:54
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On Thu, Jul 11, 2013 at 4:42 AM, Petr Janda <ele...@ex...>wrote: > Does quickfix provide a facility to reload the existing orders, or is > that entirely dependent upon my implementation (ie. I have to do this by > storing it in a database of some sort) > This is left up to your implementation. Through FYI, you can in fact retrieve messages you *sent* from the MessageStore > > 2) This may be a dumb question, but I'm trying to picture a scenario. > What's the point of storing messages (either in file store or in > Postgres). What advantages do I gain by setting PersistOnLogon and/or > PersistMessages to Y. > Messages that you have sent are stored automatically in a MessageStore by the QF Session layer in case your counterparty requests a resend request from you. This is necessary because FIX protocol guarantees delivery of messages, in the correct sequence. You can disable this FIX behavior with settings like PersistMessages=N and ResetOnLogon=Y. This is really only recommended for market data sessions, i.e. where resend requests are not desirable. -- Mike Gatny Connamara Systems, LLC |