Auction Only

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Imported from previous forum

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Does anyone know how to express "Auction Only" in Fix language?

Thanks.

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[ original email was from Yevgeniy Tovshteyn - yevgeniy@javtech.com ]
> Does anyone know how to express "Auction Only" in Fix language?
>
> Thanks.
>

I saw in the 4.3 specs, it says that 336 (Trading session ID) could be set to AUCTION or MYBID where there is such a choice (ATS). I can not find where it specifies other valid values of TradingSessionID for ATS, but I guess "Auction Only" should be one of them.

Since 336 is part of 4.2, my guess is it should be allowed to use ATS values of 336 in 4.2.

Anyway, could ATS values of Trading session ID be clarified?

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The spec does not specify TradingSessionID values. There is a document within "Working Groups", "ECN and Exchanges" which contains values being used by various markets as provided by those markets.

> > Does anyone know how to express "Auction Only" in Fix language?
> >
> > Thanks.
> >
>
> I saw in the 4.3 specs, it says that 336 (Trading session ID) could be set to AUCTION or MYBID where there is such a choice (ATS). I can not find where it specifies other valid values of TradingSessionID for ATS, but I guess "Auction Only" should be one of them.
>
> Since 336 is part of 4.2, my guess is it should be allowed to use ATS values of 336 in 4.2.
>
> Anyway, could ATS values of Trading session ID be clarified?
>