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Market on cash close in FIX 4.2
John Greenan / http://www.alignment-systems.com
28 Oct 2010 11:23AM ET
I have a requirement to send Market on Cash Close futures orders to a brokker using FIX 4.2.
The curreny suggestion is to use 40=6 for these orders and have the broker map to an internal representation that covers MOCC.
Does anyone else have an elegant solution for this that does not require a change in FIX version?