• Programming Guide
  • Api Documentation
  • OnixS CME iLink3 Handler for .NET Core, version 1.4.2
Show / Hide Table of Contents
  • Introduction
  • System Requirements
  • Getting Started
    • Error Reporting
    • Licensing
    • SBE Message
      • Tag-based Messaging
      • Message Fields
      • Repeating Groups
    • iLink 3 Session
      • Universally Unique Identifier
      • Establishing iLink3 Connection
      • Exchanging Messages
      • Message Sequence Numbers
  • Configuring the Handler
    • Configuration File Examples (XML or JSON)
  • Logging
  • Session Storage
    • File-Based Session Storage
    • Memory-based Session Storage
    • Asynchronous File-Based Session Storage
    • Pluggable Session Storage
  • Advanced Programming
    • Thread Safety
    • Session Initialization and Binding
    • Session States
    • Listening to Session Events
    • Handling NotApplied Messages
    • Handling Business Reject Messages
    • Automated Downloading of GTC and GTD Orders
    • Reconnection
    • Fault Tolerance
    • Understanding Send Latency
    • Strongly Typed Messages
  • Best Practices
    • Low Latency Best Practices
  • Glossary
  • Support

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 Universally Unique Identifier (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 PreviousSeqNo and the PreviousUuid properties) before calling the Connect(String, Int32) method.

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