[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/1455a5c5 - PLEASE DO NOT REPLY BY MAIL.]
> > It looks like you are changing the status of the order prior to having > > received confirmation of your request. This way, you already "switch" > > to "pending cancel" before having processed the confirmation of the > > order entry. The cancellation request could be rejected, i.e. you > > cannot make a change to the order status based on your request. > > > > You also distinguish between "client" and "my program" and say that > > the latter is a FIX engine. I do not understand why the FIX engine and > > not the client is the one keeping state of the order. > > > > My program has to keep the order statuses because it talks FIX so it has > to be able to response the order status. The Exchange native API doesn't > provide us the order statuses as FIX needs. Understood, but my question remains, i.e. when do you update the order status? If you wait for confirmation of the cancel request, your order status cannot be pending cancel when the confirmation of the order entry arrives and you should not have a problem. I understand the difficulties you have with the native API if it does not support the same state and/or transaction model. You have to hide this at the FIX level and cannot try to impose the non-FIX concepts from the exchange on your FIX messages. This can be a significant effort depending on the conceptual differences you encounter. Regards, Hanno. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
