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re: Orderbook identification
Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC
29 Dec 1999 4:37PM ET

I believe most of this was addressed in FIX 4.1.

The 4.1 symbology includes, among other things:

ExDestination - where the order should be routed

SecurityExchange - exchange associated with the security, which may be different from ExDestination

Currency

Work is underway in FIX 4.2 (not yet in Draft 1, should be in Draft 2) to identify some form of trading/crossing session, which I'm thinking may be the "sub-market" you're talking about.

Orderbook identification
Michel André / Peakon Consulting AB   28 Dec 1999 9:21AM ET

re: Orderbook identification
Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC   29 Dec 1999 4:37PM ET

re: Orderbook identification
Scott Atwell / American Century   29 Dec 1999 4:55PM ET