Automated Downloading of GTC and GTD Orders

GTC and GTD Orders - Beginning of Week

Previous week Good Till Cancel (GTC) or Good Till Date (GTD) orders continue to be eligible for execution after the connection termination.

The Handler detects a message gap during the connection establishment if a fill is generated for the GTC or GTD order in the current week before the first connection of the week. In this case, the Handler sends a Retransmit Request, receives, and reports the undelivered Execution Reports on the GTC or GTD orders.

GTC and GTD Orders - Mid-Week

The previous trading day Good Till Cancel (GTC) or Good Till Date (GTD) orders continue to be eligible for execution after the connection termination.

The Handler detects a message gap during the connection establishment if a fill is generated for the GTC or GTD order before the first connection of the day. In this case, the Handler sends a Retransmit Request, receives, and reports the undelivered Execution Reports on the GTC or GTD orders.

Note

To correctly identify the message gap, the Handler needs the last known incoming sequence number and UUID from the previous trading day, so these values are either automatically restored from the session storage during the session construction or set explicitly (using the OnixS::CME::iLink3::Session::previousSeqNo and calling the OnixS::CME::iLink3::Session::previousUuid methods) before calling the OnixS::CME::iLink3::Session::connect method.