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Re: Order types in the Korean Stock Exchange
pomnyung LEE (Robert) / Daewoo securities
29 Aug 2005 9:28PM ETHi,
I am FIX manager in Daewoo Securities.
Until recent, I am afraid the tag you mentioned is not discribed yet in fix specification.
I also asked other IT guys woking on FIX business, but there is no right answer.
As you know, there is not the determined values at STPHUB as well.
Maybe we need more discussion to solve this issue.
And I know KRX (KSE) does still not support FIX yet.
If you want more information, call me 02-509-4132.
Robert Pomnyung LEE.
> Hi,
>
> Which FIX tags and values should I use for the following order type
> in the KSE?
>
> Pre-hour Session (7:30 ~ 8:30)
> 1. Pre-market closing price order – An order that can be executed only
> at closing price of previous trading day.
>
> After-hour Session (15:10 ~ 18:00)
> 2. After-market closing price order(15:10 ~ 15:30) – An order that can
> be executed on at closing price of the day
> 3. After-market periodic auction(15:30 ~ 18:00) – For this type of
> orders, the exchange collects all bids and offers placed for 30 min.
> and matches at a single price in every 30 min. – 16:00, 16:30, 17:00,
> 17:30 and 18:00
>
> Does KSE have a FIX link?
>
> Thanks in advance,
>
> Jack
Re: Order types in the Korean Stock Exchange
pomnyung LEE (Robert) / Daewoo securities 29 Aug 2005 9:28PM ET
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