Daily Price Range change message in FIX 4.2

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Imported from previous forum

2

Dear All,
Greetings !!!

I want to know whether there exist any message in FIX 4.2 to communicate the change in Daily Price Range for a security?

Tks in advance.

Regards,
Biren D

3

Have you looked at Market Data suite V/W/X/Y messages in FIX.4.2 ?

Dear All,
Greetings !!!

I want to know whether there exist any message in FIX 4.2 to communicate the change in Daily Price Range for a security?

Tks in advance.

Regards,
Biren D

4

FIX 4.2 is a challenge in this respect as trading rules have only been added as of FIX 5. Have a look at tags 1148 LowLimitPrice and 1149 HighLimitPrice in the component which is part of to get the idea. They are part of the normal SecurityDefinition message which is already in FIX 4.2.
If you want to convey actual prices (rading high/low/opening/closing/settlement/…) the the market data messages will suffice.

Dear All,
Greetings !!!

I want to know whether there exist any message in FIX 4.2 to communicate the change in Daily Price Range for a security?

Tks in advance.

Regards,
Biren D

5

Tks for the reply…
I am planning to use Security Status (MsgType = f) to communicate Daily Price Range change in real time.

Your valuable comments…

FIX 4.2 is a challenge in this respect as trading rules have only been added as of FIX 5. Have a look at tags 1148 LowLimitPrice and 1149 HighLimitPrice in the component which is part of to get the idea. They are part of the normal SecurityDefinition message which is already in FIX 4.2.
If you want to convey actual prices (rading high/low/opening/closing/settlement/…) the the market data messages will suffice.

Dear All,
Greetings !!!

I want to know whether there exist any message in FIX 4.2 to communicate the change in Daily Price Range for a security?

Tks in advance.

Regards,
Biren D

6

Pre FIX.5.0 - we have added these as a separate custom MDEntryType for other markets. The choice of MarketData vs. SecurityList/SecurityDefinition messages depends upon your existing implementation.

Dear All,
Greetings !!!

I want to know whether there exist any message in FIX 4.2 to communicate the change in Daily Price Range for a security?

Tks in advance.

Regards,
Biren D