mwins wrote:
> I would like to reject any messages where (97)PossResend=Y and the
> (11)CliOrderId is not unique. Does the engine support this?
You would have to add the logic to do this, e.g. during fromApp or
onMessage.
> is there an API to obtain the messages from the store?
> E.g. How could I load in the store to check whether I have received the
> CliOrdId before?
You can retrieve messages from the store by sequence number. For the
C++ api it goes something like this: Use FIX::Session::lookupSession()
to obtain the Session by SessionID. Then call getStore() on that
Session. You can then call the Store's get() method, which takes a seq
num range and a vector into which the resulting messages will be returned.
Maybe it would be easier/faster to keep a record of used clordids as
they come in?
--
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/
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