FIX Session recovery

, ,
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Imported from previous forum

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after sending a messages to exchange if broker is terminated non gracefully than again when broker machine start how can he get information of its previous messages.

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[ original email was from Daniel Saad - dsaad@transacttools.net ]
> after sending a messages to exchange if broker is terminated non

gracefully than again when broker machine start how can he get
information of its previous messages.

Kardam,

From your posting, it is not clear whether you are looking for:

  1. A re-transmission of message, due to a session disconnect
  2. Requesting Order Status for previously submitted Order flow.

FIX provides an automated method for message recovery as part of the Session Layer. You should specifically review the Message Recovery section of the FIX 4.0 document.

If you want to request a re-transmission of messages from a counter party, you can send a FIX Resend Request message and use fields 7 and 16 to indicate the range of messages you are looking to be resent.

If you are interested in finding the status of messages (Orders) sent to an exchange, you should refer to the “StatusRequest” message types for each OrderType submitted.

Daniel Saad
TransactTools-New York
www.transacttools.net

Daniel Saad
TransactTools-New York
www.transacttools.net