Thread: [Quickfix-developers] ClOrdId tag
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From: Motl <hi...@ma...> - 2008-04-29 07:25:43
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Hi, I have a question regarding ClOrdId tag (11). The FIX specification only requires this field to be unique within a day (or across days for multi-day orders), but says nothing about "incremental" format of this field. But I'm working with a FIX implementation that only accepts orders with ClOrdId tag like "UNIQORDID1001", "UNIQORDID1002". Is this a common behavior? Thanks. -- View this message in context: http://www.nabble.com/ClOrdId-tag-tp16953721p16953721.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Kenny S. <ks...@co...> - 2008-04-29 13:49:08
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I wouldn't say that this is common behavior, but each implementation of FIX by an exchange has its own specification, often with quirks, and ClOrdId is one of the fields that most often has requirements attached to it. As I understand it, some exchanges will use FIX as an interface to their older, internal order routing system, and it is the older systems that have these requirements. From: Motl <hi...@ma...> > To: qui...@li... > Sent: Tuesday, April 29, 2008 2:25:29 AM > Subject: [Quickfix-developers] ClOrdId tag > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I have a question regarding ClOrdId tag (11). The FIX specification only > requires this field to be unique within a day (or across days for > multi-day > orders), but says nothing about "incremental" format of this field. But > I'm > working with a FIX implementation that only accepts orders with ClOrdId > tag > like "UNIQORDID1001", > "UNIQORDID1002". > > Is this a common behavior? > > Thanks. > > > > > -- > View this message in context: > http://www.nabble.com/ClOrdId-tag-tp16953721p16953721.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Motl <hi...@ma...> - 2008-04-29 20:11:39
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>As I understand it, some exchanges will use FIX as an interface to their >older, internal order routing system, and it is the older systems that have >these requirements. Perfect! That's exactly my case. Thanks a lot. Kenny Stone wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I wouldn't say that this is common behavior, but each implementation of > FIX > by an exchange has its own specification, often with quirks, and ClOrdId > is > one of the fields that most often has requirements attached to it. > > As I understand it, some exchanges will use FIX as an interface to their > older, internal order routing system, and it is the older systems that > have > these requirements. > > > From: Motl <hi...@ma...> >> To: qui...@li... >> Sent: Tuesday, April 29, 2008 2:25:29 AM >> Subject: [Quickfix-developers] ClOrdId tag >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi, >> >> I have a question regarding ClOrdId tag (11). The FIX specification only >> requires this field to be unique within a day (or across days for >> multi-day >> orders), but says nothing about "incremental" format of this field. But >> I'm >> working with a FIX implementation that only accepts orders with ClOrdId >> tag >> like "UNIQORDID1001", >> "UNIQORDID1002". >> >> Is this a common behavior? >> >> Thanks. >> >> >> >> >> -- >> View this message in context: >> http://www.nabble.com/ClOrdId-tag-tp16953721p16953721.html >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> >> >> ------------------------------------------------------------------------- >> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference >> Don't miss this year's exciting event. There's still time to save $100. >> Use priority code J8TL2D2. >> >> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/ClOrdId-tag-tp16953721p16969165.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Shane T. <str...@co...> - 2008-04-29 13:55:52
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I don't think it's common behavior, you are correct that the actual specification is that it has to be unique within a day. It sounds like the counterparty's FIX system is bolted on top of an existing platform with those constraints. On Tue, Apr 29, 2008 at 2:25 AM, Motl <hi...@ma...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I have a question regarding ClOrdId tag (11). The FIX specification only > requires this field to be unique within a day (or across days for > multi-day > orders), but says nothing about "incremental" format of this field. But > I'm > working with a FIX implementation that only accepts orders with ClOrdId > tag > like "UNIQORDID1001", > "UNIQORDID1002". > > Is this a common behavior? > > Thanks. > > > > > -- > View this message in context: > http://www.nabble.com/ClOrdId-tag-tp16953721p16953721.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Shane Trotter Connamara Systems, LLC |