Re: [Quickfix-users] QuickFIX/J newbie needs tips on robustness

[Jerry W. <je...@we...>]

If the brokeris using QuicklFix then I think the case would be theoretical.
But the level of Fix support offered by your broker leads me to disbelieve 
that they did the recovery correct either  :(

I assume you asked your broker how they want this handled, and your 
request fell on deaf ears...

If so you are forced to drop to manual processing as described.

what can I say...  Silly broker ;)

Jerry Westrick



On Thursday 20 July 2006 07:28, Scott Maxwell wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
> On 7/19/06, Jerry Westrick <je...@we...> wrote:
> > The Fix Specs say that the ClOrdID is Unique per Order.
> > I would expect your broker to check this.
> > If the ClOrdID already exists then He should reject the NewOrderSingle.
>
> Ah, clever idea.  I hadn't thought of just trying that.
>
> Unfortunately, it didn't work out: they treat it as a new, separate
> order.  So now, as far as they're concerned, I simply have two
> identical orders with the same ClOrdID.
>
> Good thing to try, though.
>
> > 2) Isn't this a rather theoretical case?Won't QuickFix Recovery get this
> > for you?
>
> I am of course a newbie, so I can't speak too authoritatively.  Maybe
> you're right.  It just seemed to me that since there's no way to both
> (1) send the message (and guarantee it got to the broker) and (2)
> update the database, all as part of the same guaranteed-atomic
> operation, then you can always construct a scenario where you lose if
> the power goes out at just the wrong moment.
>
> You're right that it's a theoretical case, but you know how it is ...
> if you don't deal with it, it'll come back and bite you at the worst
> possible moment.
>
> I think my strategy is going to be that I won't try to autonomously
> recover -- there's just no way to do it, at least not that I can find,
> in my particular circumstances.  Instead, we'll have to manually
> recover (via phone calls to the broker or something) when the startup
> code sees an order is marked as sent but has no broker-side order ID.
>
> Thanks for the suggestions!