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4.2 Changes
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re: Orderbook identification
Scott Atwell / American Century <>
29 Dec 1999 4:55PM ET> I believe most of this was addressed in FIX 4.1.
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> The 4.1 symbology includes, among other things:
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> ExDestination - where the order should be routed
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> SecurityExchange - exchange associated with the security, which may be different from ExDestination
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> Currency
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> Work is underway in FIX 4.2 (not yet in Draft 1, should be in Draft 2) to identify some form of trading/crossing session, which I'm thinking may be the "sub-market" you're talking about.
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-- Regarding the last point, the field TradingSessionID was added to the Order-related messages and is included in Draft #1. Under consideration is whether or not (and how) to allow one to specify more than one TradingSessionID on an order request and/or adjustments to TimeInForce.
re: Orderbook identification
Scott Atwell / American Century 29 Dec 1999 4:55PM ET
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