I would like to use FIX to automate my trading. one problem is how to calculate positions if positions are from overnight?
what does FIX have to do with how you calculate positions? usually, when you start your software you read in your positions from somewhere then as you place orders and get fills (execution reports) you update your positions nad persist them somewhere
if during the day, my program is terminated, so I will not receive any execution reports of the sitting orders. after an hour, when i restart the program, can I retrieve the historical execute reports and the remaining orders?