Any best way to communicate send a MarketClose message via FIX

, ,
1

Imported from previous forum

2

Hi All.
we need to propagate the Market Close status upstream from our Market Access module.
I was wondering what should be the best FIX message to use for this porpouse (if any).

Thanks
Osvaldo

3

Hi All.
we need to propagate the Market Close status upstream from our Market Access module.
I was wondering what should be the best FIX message to use for this porpouse (if any).

Thanks
Osvaldo

One of our counter parties use the News message. (35=B) to indicate an EOD.

4

Hi Osvaldo,

the TradingSessionStatus message (35=h) could be used for this, e.g. with 340/TradSesStatus = 3/Closed.

Cheers,
Chris.

Hi All.
we need to propagate the Market Close status upstream from our Market Access module.
I was wondering what should be the best FIX message to use for this porpouse (if any).

Thanks
Osvaldo