Posted: Oct 16, 2014 @ 02:54 PM             Msg. 1 of 5

On start up, our application will query the gateway to build the trader's order/position state. It seems like sending an OrderStatusRequest message is the way to get the live order statuses. However, the spec shows that an Instrument group is required, which makes it seem like we need to know what instruments the trader has orders in beforehand. How is this supposed to be handled?

Thanks

---

Jeremy Jongsma

Posted: Oct 16, 2014 @ 03:23 PM             Msg. 2 of 5

Hello,

This case you might need MassOrderStatusRequest (35=AF)

Example:
8=FIX.4.4|9=77|35=AF|49=SenderCompID|56=OEC|34=2343|52=20141016-05:01:10.109|584=2323232|1=A134011|10=XXX|


---

Vitaliy Pfau

Posted: Oct 16, 2014 @ 03:41 PM             Msg. 3 of 5

Cool, that's what I needed. Thanks for the help

Note: that message isn't in your spec.

---

Jeremy Jongsma

Posted: Oct 16, 2014 @ 03:54 PM             Msg. 4 of 5

yes, it is.

the link: http://futures.gaincapital.com/api/api/index.html#
OEC FIX->FIX MESSAGES->APPLICATION MESSAGES->OrderMassStatusRequest

---

Vitaliy Pfau

Posted: Oct 16, 2014 @ 04:03 PM             Msg. 5 of 5

Ahh, that link is also very useful. I was directed to a pdf entitled 'OEC FIX API Specification 11-06-13.pdf' where that message type is absent.

Thanks again

---

Jeremy Jongsma