[This message was posted by Vasanth Acharya of HKEx <[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/644285cc - PLEASE DO NOT REPLY BY MAIL.]
Relatively new to FIX. I have two basic questions: 1. If a firm has multiple connections to the exchange, one such connections (say A) fails and subsequently another connection (say B) from the same firm wants to cancel any open order (assuming orders are not auto-cancelled upon FIX connection failure) originated from the failed connection, how should this be handled - use tag 115 onbehalfof? 2. Is it a common practice to allow connection B to use a Order Mass Status Request to retrieve the open orders from the exchange order book, to be able to look up to the open positions, probably request for a cancellation as in question 1? Thanks Vasanth [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 -~----------~----~----~----~------~----~------~--~---
