Imported from previous forum
[ original email was from David Case - dcase@betasys.com ]
Is anyone using the Order Mass Status Request (MSG TYPE “AF”)to create an open order reconcilliation process between exchagnes/ECN’s and order sending firms? If so, is there any way to only request open and partially open order status’ and cut down on the overhead of receiving in the status of all filled orders at the same time? It does not look like TAG 585 provides for this. Any FAQ stuff on such a proces would be welcomed. Thanks.