Imported from previous forum
When an Order Mass Status Request (35=AF) message is received with type = 7 (status for all orders), is it proper to return the status of all orders ever placed by the sender? This includes orders made on previous days?
If so, how would the initiator instead request only the orders for today?
I suggest to use TradingSessionID (value 1=Day) for that purpose if you really think about providing orders of previous days too. In general I would say it is to be bilaterally agreed what the scope of the request is supposed to be. There would be some limitations required in terms of how far back you go. However, I would advise against such a functionality for capacity and performance reasons.
Current assumption is that it is always only for active orders and at most for the current day (if you want to include orders that are at the end of their lifetime, i.e. filled, canceled, expired). I would use end of day files for previous day orders (to show whether they were filled, canceled or expired).
Hope it helps,
Hanno.
When an Order Mass Status Request (35=AF) message is received with
type = 7 (status for all orders), is it proper to return the status of
all orders ever placed by the sender? This includes orders made on
previous days?If so, how would the initiator instead request only the orders
for today?