Re: [Quickfix-developers] ClOrdID protocol??

[Oren M. <ore...@ya...>]

There is no standard protocol for this.  In fact, some
exchanges won't even look at it, they often treat it
as a pass thru value.  Generally, you just need to
insure somehow that it is unique for the extent of the
session.  Whatever way you choose to do that is
entirely up to you.

One thing you should verify is the maximum length your
counterparty supports.  Although there is no
restriction on the length of a FIX field, the
counterparty usually stores this value in a database
which forces a length restriction on their end.  If
their length restriction is hig enough, you can use a
UUID.  Otherwise time + counter could be sufficient. 
Or simply persisting somewhere the last id that you
used.

--- Andrew Munn <an...@nm...> wrote:
> If a client program uses a simple counter to
> generate Order IDs and the
> client exits and then restarts, the ClOrdID is reset
> to 1.  Orders sent
> after that get a "duplicate ClOrdID" reject until
> more orders are sent
> than were sent by the previous session (when new
> ClOrdIDs start being
> generated).  
> 
> What is the standard procedure, if any, to ensure
> uniqueness of ClOrdIDs
> between disconnects, crashes, etc?  Should an OMS
> query the message
> store on startup for the highest ClOrdID used that
> day and begin
> incrementing it?  Should it assure uniqueness by
> appending a session
> counter to the end of the ID?  Should it simply tack
> on time&date?
> 
> 
> Thanks
> Andrew Munn
> and...@ho... 
> 
> 
> 
> 
> 
> 
>
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