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 Post subject: Unknown order
PostPosted: Mon Jun 09, 2014 8:18 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi Guys

Every now and then I am getting this error report. (below)

Can you please suggest.

Regards
Madhur

p.s. I am using TT Fix(multi broker) for execution while IQFeed for market data.

System.ApplicationException: Unknown order - ExecutionReport ExecType = New ClOrdId = OrigClOrdId =
at SmartQuant.Execution.OrderManager.dyEEyvuea(Object , ExecutionReportEventArgs )
at SmartQuant.Providers.ProviderManager.ef3cag5pCq(Object , ExecutionReportEventArgs )
at SmartQuant.FIXApplication.QuickFIX42Provider.kL3CvwdtQ(Object , ExecutionReportEventArgs )
at SmartQuant.FIXApplication.QuickFIX42Application.EmitExecutionReport(ExecutionReport report)
at Qkjwcd2uTaisV4KcTNF.lkYxga2SWLwgWm8rd27.onMessage(ExecutionReport , SessionID )


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 Post subject: Re: Unknown order
PostPosted: Mon Jun 09, 2014 8:51 pm 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi Madhur,

This error means that TT FIX plugin receives a report about order which is not in local system anymore.
There are some reasons of that:
1. You restarted the application, but the order was not saved into database.
2. You connect TT FIX plugin from another application or machine - server side re-sends "missing"
FIX messages, but this instance of framework does not know about such order.

_________________
SmartQuant Development Team


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 Post subject: Re: Unknown order
PostPosted: Tue Jun 10, 2014 12:46 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Thanks Alexei.

Regards
Madhur


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