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Date/Time: Fri, 29 Nov 2024 16:28:02 +0000
Post From: Request for Comments: TotalNumMessages, MessageNumber
[2015-09-14 07:25:42] |
DTC Engineering - Posts: 320 |
We were thinking of changing it because as we are writing a server ourselves, we see that it is more involved and less efficient to calculate the number of messages when sending Open orders and Positions. In the case of the FIX protocol, the Execution Report does support the number of messages in a batch: 911 TotNumReports @TotNumRpts
Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. This is helpful to determine the last message received. Date Time Of Last Edit: 2015-09-14 09:19:26
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