|
4.2 Changes
< Previous Next >
Re: Is there any way to do cross trades using FIX4.2
anand pandey / NIIT Tech
6 Aug 2008 4:47AM ET> Pandey..
>
> I am not quite clear on your last question.
>
> 1. Are you referring to how repeating blocks would be serialized
> in FIX? Or
> 2. How the event flow takes place in the case of a cross order submitted
> in this way?
>
> Or 3. Are you just asking the impact of sending a list order (mass order
> submission) as opposed to sending a two sided cross order?
>
> Rgds, Thaya.
>
> > > Pandey,
> > >
> > > Use the "NoSides" repeating block to attach two side blocks to the
> > > new order you submit. One for "buy" and one for "sell". This
> > > repeating group in 4.2 is for that purpose. Each side block has a
> > > unique ClOrdID.
> > >
> > > Rgds, Thaya.
> > >
> > > > There is 35=s MsgType in FIX4.4 which supports two sides to send
> > > > cross orders, but if similar thing has to do using FIX4.2 is there
> > > > any way out?
> >
> > I can understand this .Thanks. But can you eloborate on how NoSides
> > would be added into it , or sending a list order(DISC) would be
> > similar.
Basically my question is how the event flow takes place in the case of a cross order submitted using FIX4.2( with repeating blocks)
Re: Is there any way to do cross trades using FIX4.2
anand pandey / NIIT Tech 6 Aug 2008 4:47AM ET
|
