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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 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
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