Re: [Quickfix-developers] ClOrdID protocol??

[Patrick R. <pat...@ya...>]

One thing though - try no to link reset of sequence
number with reset of clordid if you use such thing.
Furthermore, most people reset their session every 24
hours. If you trade in different regions, you always
have orders in one place, so doing a reset of clordid
every day is not great either (actually, it just will
not work). the best is to try to never use the same
orderid or eventually recycle every month I guess
(watch out for GTC/GTD orders though)

Concerning length, in my case, we're limited to 12
chars by the servers that are connected to the
exchange, on top of that, these same servers hate when
the format of this clientordid changes.


--- Oren Miller <ore...@ya...> wrote:
> 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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