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Algorithmic Trading
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Re: Helper controls and order amendments
Greg Malatestinic / Jordan & Jordan <>
20 Jan 2012 2:07PM ET I have to say I’m a bit concerned about the use of temp/transient parameters. In my view they are a dreadful workaround. I’d even go as far as to say they are illegal. (However, my renderer seems OK with them. It just ignores them. )
But I would think that if I were to implement an OMS I would have issues with setting fixTag=-1. Specialized code would be required to handle these parameters so that they could be identified and suppressed from the wire. And if we are going to need specialized code, why not just write the code to cache helper control values instead.
I’d be interested to know if any E/OMS out there needs to have temp/transient parameters or follows the helper-control caching model.
-Greg
Re: Helper controls and order amendments
Greg Malatestinic / Jordan & Jordan 20 Jan 2012 2:07PM ET
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@FIXProtocol
