RE: [Quickfix-developers] ClOrdID protocol??

[James D. <jc...@co...>]

Aside from the length of the ClOrdID some exchanges (CBOE comes to mind)
requires a specific format.

Jim
=20
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of =
Oren
Miller
Sent: Thursday, July 24, 2003 10:32 AM
To: Andrew Munn; qui...@li...
Subject: Re: [Quickfix-developers] ClOrdID protocol??


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.=20
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).
>=20
> 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?
>=20
>=20
> Thanks
> Andrew Munn
> and...@ho...
>=20
>=20
>=20
>=20
>=20
>=20
>
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