Imported from previous forum
Hi,
I’m new to FIX anf I’m wondering, if there is a possibility to get a list of all active orders which are in the market. Something like ‘getAllOrders(Account)’ would be fine.
If there is no such function, do I really have to keep track of all orders by myself? It seems pretty risky to do that…
Regards,
Harald
From FIX.4.3 onwards, OrderMassStatusRequest 35=AF is available, its defined as “The order mass status request message requests the status for orders matching criteria specified within the request.”
http://fixprotocol.org/FIXimate3.0/en/FIX.4.3/body_54536570.html
Hi, I’m new to FIX anf I’m wondering, if there is a possibility to get a
list of all active orders which are in the market. Something like
‘getAllOrders(Account)’ would be fine.If there is no such function, do I really have to keep track of all
orders by myself? It seems pretty risky to do that…Regards, Harald
[ original email was from Christiaan de Vries - chrisdus@gmail.com ]
Hi Harald,
If a system fails, the likelyhood of a OrderMassStatusRequest being answered is small, as the system is down…
You might want to investigate if the system you are connecting to supports CancelOnSystemFailure (which you can set in tag 18=Q)…
With this tag in your NewOrderSingle, you will know the status of your orders when a system fails upfront, or at least how they should be handled when this condition occurs.
Cheers,
Christiaan
From FIX.4.3 onwards, OrderMassStatusRequest 35=AF is available, its
defined as “The order mass status request message requests the status
for orders matching criteria specified within the request.”http://fixprotocol.org/FIXimate3.0/en/FIX.4.3/body_54536570.html
Hi, I’m new to FIX anf I’m wondering, if there is a possibility to get
a list of all active orders which are in the market. Something like
‘getAllOrders(Account)’ would be fine.If there is no such function, do I really have to keep track of all
orders by myself? It seems pretty risky to do that…Regards, Harald
If the system is down, nothing “bad” can happen with the orders anyway. If the system is back up, OrderMassStatusRequest would be available again. The issue is obviously the gap between the system being up and running again and the order status information reaching the order submitter and his ability to take appropriate action. This is where ExecInst=Q=Cancel on system failure comes into play to avoid this gap.
We intend to propose an extension to FIX to support similar instructions on the session level, i.e. cancel/suspend orders/quotes upon disconnect/system failure/trading halt.
Hi Harald,
If a system fails, the likelyhood of a OrderMassStatusRequest being
answered is small, as the system is down…You might want to investigate if the system you are connecting to
supports CancelOnSystemFailure (which you can set in tag 18=Q)…With this tag in your NewOrderSingle, you will know the status of your
orders when a system fails upfront, or at least how they should be
handled when this condition occurs.Cheers, Christiaan
From FIX.4.3 onwards, OrderMassStatusRequest 35=AF is available, its
defined as “The order mass status request message requests the status
for orders matching criteria specified within the request.”http://fixprotocol.org/FIXimate3.0/en/FIX.4.3/body_54536570.html
Hi, I’m new to FIX anf I’m wondering, if there is a possibility to
get a list of all active orders which are in the market. Something
like ‘getAllOrders(Account)’ would be fine.If there is no such function, do I really have to keep track of all
orders by myself? It seems pretty risky to do that…Regards, Harald
Hi everybody,
thank you very much for your help, I really appreciate it.
Greetings
Harald
If the system is down, nothing “bad” can happen with the orders anyway.
If the system is back up, OrderMassStatusRequest would be available
again. The issue is obviously the gap between the system being up and
running again and the order status information reaching the order
submitter and his ability to take appropriate action. This is where
ExecInst=Q=Cancel on system failure comes into play to avoid this gap.We intend to propose an extension to FIX to support similar instructions
on the session level, i.e. cancel/suspend orders/quotes upon
disconnect/system failure/trading halt.Hi Harald,
If a system fails, the likelyhood of a OrderMassStatusRequest being
answered is small, as the system is down…You might want to investigate if the system you are connecting to
supports CancelOnSystemFailure (which you can set in tag 18=Q)…With this tag in your NewOrderSingle, you will know the status of your
orders when a system fails upfront, or at least how they should be
handled when this condition occurs.Cheers, Christiaan
From FIX.4.3 onwards, OrderMassStatusRequest 35=AF is available, its
defined as “The order mass status request message requests the
status for orders matching criteria specified within the request.”http://fixprotocol.org/FIXimate3.0/en/FIX.4.3/body_54536570.html
Hi, I’m new to FIX anf I’m wondering, if there is a possibility to
get a list of all active orders which are in the market. Something
like ‘getAllOrders(Account)’ would be fine.If there is no such function, do I really have to keep track of
all orders by myself? It seems pretty risky to do that…Regards, Harald