Is it expected that order info, e.g. an OrderStatusRequest can be fulfilled, when having logged in with 141=Y and the order was only interacted with in a previous session?
@joachim.albacke what does “interacted with” mean? The OrderStatusRequest(35=H) will use a sequence number from the current session as message identifier. That sequence number contains no knowledge of sequence numbers from previous sessions used for the creation or modification of that same order. The recipient of the request will use the business entity identifier (ClOrd(11) or OrderID(37)) to fulfill it.
The order entity exists independent of a specific session. Asking for an order status is also an “interaction” with the order. A request for status may fail if the order has reached a terminal state, e.g. because it was filled, cancelled or expired. The terminal state may have been reached in the current or a previous session. A status request for a new or partially filled, multi-day order should be fulfilled across business days.
Sorry for being unclear. What I refer to is probably answered by your last sentence. However, if the OrderID or ClOrdID is not found in the current session the request cannot be fulfilled if the FIX logic relies on (at least) one of these being found in the current session.
The reason for an order not being found can be that it never existed (wrong ID) our that it has reached a terminal state and is hence no longer active. Exchanges typically remove orders that are in a terminal state for performance reasons. In the end, orders are of temporary nature and may or may not result in one or more trades.