Support Board
Date/Time: Sun, 23 Feb 2025 02:24:11 +0000
[Programming Help] - DTC - ORDER_UPDATE
View Count: 406
| [2021-02-07 01:59:35] |
| User700756 - Posts: 16 |
|
I am writing a DTC client and I have separate sockets for trading and data. Normally I get messages back to the Message ID of the socket that I sent the request on. Which is what I would expect. When I execute a SUBMIT_NEW_SINGLE_ORDER and send that to the server on the Trade Socket I get a ORDER_UPDATE message back on both sockets. I wanted to see if this is Normal and I can just ignore the ORDER_UPDATE message on the DATA Socket or perhaps I should look further. So far all the other messages work as expected and return replies to the Message ID that was assigned to the socket that they were sent on. I am using WSAAsyncSelect to assign the message ID to each socket when it is created. Example Replies for single SUBMIT_NEW_SINGLE_ORDER Request sent on "TRADESOCKET": DATASOCKET - Message # 1 Symbol MESH21 Exchange Prev srv ord id Srv Ord Id 344 Client Ord ID 9 Excg Ord Id Status 2 Reason 2 Type 2 BuySell 1 Price1 3883 Price 2 0 TIF 1 Qty 1 Fill Qty 0 Rem Qty 1 Avg Price 0 Last Fill Price 0 Last Fill Qty 0 Last Fill Exec ID Account Sim1 Text info Order from DTC client #52. 127.0.0.1 No Orers TRADESOCKET - Message # 1 Symbol MESH21 Exchange Prev srv ord id Srv Ord Id 344 Client Ord ID 9 Excg Ord Id Status 2 Reason 2 Type 2 BuySell 1 Price1 3883 Price 2 0 TIF 1 Qty 1 Fill Qty 0 Rem Qty 1 Avg Price 0 Last Fill Price 0 Last Fill Qty 0 Last Fill Exec ID Account Sim1 Text info Order from DTC client #52. 127.0.0.1 No Orers DATASOCKET - Message # 1 Symbol MESH21 Exchange Prev srv ord id Srv Ord Id 344 Client Ord ID 9 Excg Ord Id 344 Status 4 Reason 3 Type 2 BuySell 1 Price1 3883 Price 2 0 TIF 1 Qty 1 Fill Qty 0 Rem Qty 1 Avg Price 0 Last Fill Price 0 Last Fill Qty 0 Last Fill Exec ID Account Sim1 Text info Simulated order accepted No Orers TRADESOCKET - Message # 1 Symbol MESH21 Exchange Prev srv ord id Srv Ord Id 344 Client Ord ID 9 Excg Ord Id 344 Status 4 Reason 3 Type 2 BuySell 1 Price1 3883 Price 2 0 TIF 1 Qty 1 Fill Qty 0 Rem Qty 1 Avg Price 0 Last Fill Price 0 Last Fill Qty 0 Last Fill Exec ID Account Sim1 Text info Simulated order accepted No Orers |
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