[Quickfix-users] Avoiding 'stale' orders

[Brendan B. B. <br...@ka...>]

Hello,

Suppose my QuickFIX client has ten NewOrderSingle messages in the
file store when the connection drops.  After switching to the backup
ISP and reconnecting 10min later QuickFIX is able to connect to the
FIX server which requests the ten NewOrderSingle messages which is
doesn't have.

QF re-sends the messages adding a Tag 122 (OrigSendingTime) which
unfortunately the FIX server ignores, treating the resends as current
orders and proceeds to enter them into the market.

Given that some of these could be mkt orders, this might not be a
good thing.

Has anyone else solved this problem and if so would you consider
contributing your thoughts?

Regards,
Brendan