Imported from previous forum
[ original email was from David Adams - Dave.Adams@msdw.com ]
Hi,
What is the best way of determining the sequence of execution reports? Our mechanism for dealing with execution reports is multithreaded, which means we need to be able to determine whether or not the execution is in sequence.
An obvious candidate is the sequence number of the execution, but this kind of falls through when dealing with GTC/GTD orders (i.e. sequence numbers will be reset at End Of Day). Another candidate could be the execId, but as far as I understand it this just has to be unique, not imply sequence. Another option is to us a combination of sequence number and timestamp, but this seems a bit dubious.
Is there a standard FIX way for dealing with this situation, or does anyone have any comments regarding a solution?
Any help would be most appreciated.
Many thanks,
Dave.