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.Net API client
.Net / VBA / Excel (3rd party)
Algorithms and Strategies
Mobile and Desktop apps
Market data (WebSockets)
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Acknowledgement from exchange on receiving the order
In case of loss of connectivity after the order is sent using the place order function and before the order id is received,can we get an acknowledgement that the order has been received by the exchange(like ack/nack mechanism).
when you loose connectivity :-order has already left your desk and considering it reached Z server it would have started processing and its status will be broadcast-ed if your connection was alive.
Since your connection is lost, when you resume you need to Read Orderbook,check the last transaction(Orders in first placed the position or trade if required) of that instrument and start your processing from there...
There is no mechanism as such. The solution is to check orderbook before doing a retry as mentioned by