Determining end of OrderStatus messages for MassOrderStatus request

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1

Imported from previous forum

2

Hi,

When a client app. sends Mass Order Status (tag 35 = AF) message, server starts sending Execution Reports with ExecTransType 20=3 (OrderStatus) messages.

How the client can know that the status of all the active orders is received?
What is the indicator from server side that order status messages are over now?

Thanks.

3

Unfortunately in FIX.4.3 there is not a method to detect you have received the last report.

In FIX.4.4 a field LastRptRequested(tag 912) was added with the definition: Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.

Perhaps in keeping with the current standards policy you can include this tag from FIX.4.4 in your FIX.4.3 version. Preferably you could upgrade to FIX.4.4 which is a much more widely adopted version of FIX. In general 4.2, 4.4, and 5.0SP1 are the recommended versions for adoption.

Hi,

When a client app. sends Mass Order Status (tag 35 = AF) message, server starts sending Execution Reports with ExecTransType 20=3 (OrderStatus) messages.

How the client can know that the status of all the active orders is received?
What is the indicator from server side that order status messages are over now?

Thanks.