|
General Q/A
< Previous Next >
Re: FIX for options
Changpeng Yu / FT Computer Solutions <>
23 May 2008 9:40AM ET > Hi,
>
> Are FIX specs for options very different from FIX specs for equities? I
> have worked on FIX equitiy and I just need to get a sense of the effort
> required for handling FIX messages for options. I am also looking for a
> starting point to start building the FIX parser/encode for options.
>
> Are the header/footer and admin messages (heartbeat, login, logoff,
> sequence reset etc) for the two are same? and they only differ in
> application messages??
>
> Thanks,
I had done projects to connect exchanges to support simple Option orders, and multi-leg options. The session level control is almost same. Some exchange asked some special tags in <Logon> message. So that why you had better made your FIX engine more configurable.
For simple option, there is no dup tags used. But for multi-leg option order, there are some repeating tags used.
http://www.eptop.com/FIX/FixExpress.htm
Re: FIX for options
Changpeng Yu / FT Computer Solutions 23 May 2008 9:40AM ET
|
