Thank you for the information John. The platform that I am planning to
use supports order book download. This allows all open order status
information to be provided in executionreport(s). The documentation
provided for this platform does not clearly specify whether the
information is sent in one message or multiple messages. I think you
have clearly answered my question.
Anupam.
-----Original Message-----
Anupam,
The OrdStatus field contained in an ExecReport will be specific to the
ExecReport you receive, which by definition is for a single order
(partial or complete fill).
If you want to receive status on multiple orders without a fill, you
need to send an OrderStatusRequest (msgtype = H) for each order in
question, and receive individual replies for each order. Alternatively,
if your broker supports it, I believe you can also send a List Status
Request and receive a List Status back, but I'm not familiar with this
type of message.
Hope this helps,
John
--------------------------------------
John Haldi
Allagash Trading, LLC
120 Broadway, 20th Floor
New York, NY 10271
212.433.3958
jo...@al...
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-----Original Message-----
From: qui...@li...
<http://mail.online.ie/imp/compose.php?to=quickfix-developers-bounces%40lists.sourceforge.net&thismailbox=INBOX>
[mailto:qui...@li...
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On Behalf Of
Anupam Gupta
Sent: Monday, July 17, 2006 2:07 PM
To: qui...@li...
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Subject: [Quickfix-developers] Is it possible to receive status
information for multiple orders in executionreport.
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
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QuickFIX Support: http://www.quickfixengine.org/services.html
<http://mail.online.ie/services/go.php?url=http%3A%2F%2Fwww.quickfixengine.org%2Fservices.html>
Hello all,
I was trying to receive order status information for multiple orders in
execution report for FIX 4.2 in VC++. Is it possible with QF and if so,
how? I request you to provide sample code for FIX 4.2 in VC++.
Thank you all in advance.
Anupam.
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