SmartQuant Discussion

Unknown order
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Author:  maddy [ Mon Jun 09, 2014 8:18 pm ]
Post subject:  Unknown order

Hi Guys

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

Can you please suggest.


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 )

Author:  Alexei Kurov [ Mon Jun 09, 2014 8:51 pm ]
Post subject:  Re: Unknown order

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.

Author:  maddy [ Tue Jun 10, 2014 12:46 pm ]
Post subject:  Re: Unknown order

Thanks Alexei.


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