Re: [Quickfix-users] Avoiding 'stale' orders

[Miller, O. <OM...@ri...>]

Brendan,

You should monitor messages in the toApp callback and throw a DoNotSend =
exception for all messages you do not want resent.  You can do this by =
checking for the PosDup flag and then checking the MsgType for orders.  =
You can check the OrigSendingTime against the current time to decide if =
you think the order is to stale, or do what I do and just don't allow =
any orders to be resent ever.
--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Brendan B. Boerner <br...@ka...>
To: QuickFIX-Users <qui...@li...>
Sent: Thu Dec 11 15:29:02 2003
Subject: [Quickfix-users] Avoiding 'stale' orders

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



-------------------------------------------------------
This SF.net email is sponsored by: IBM Linux Tutorials.
Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
Free Linux Tutorials.  Learn everything from the bash shell to sys =
admin.
Click now! http://ads.osdn.com/?ad_id=3D1278&alloc_id=3D3371&op=3Dclick
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users