{{Quickfixn}} needs help

[Joby Joseph]

Mike,

 

We do receive an ExecutionReport. The problem is that our service is running
24x7. So the question is how do we know that an EOD or BOD has occurred? We
could obviously code something up inside the service to track that, but if
we can somehow hook into a QuickFIX event or callback that says "session
reset", then we could do it there. It seems cleaner.

 

Joby Joseph

 

 

 

Does the counterparty send you an ExecutionReport (OrdStatus=NEW) to ack
your order?  

Whenever they send an ExecutionReport, you should be updating the status of
the order in the db, based on OrdStatus (tag 39).

Then your EOD or BOD process is: delete (or soft delete) all orders from the
db that are stuck in "Submitted".

Take a look at Appendix D of the FIX 4.2 spec -- great reference on state
transitions for orders.

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