doing crosses in FIX 4.2?

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1

Imported from previous forum

2

I need to accept 2 sided cross messages in Fix 4.2 – what is the proper message to use for this? I have looked at the New Order Cross message in FIX 4.4 – it is exactly what I need, but how do you retrofit this back into the 4.2 world? Do you implement a New Order Single with lots of custom tags? Any advice is appreciated, thanks

3

Have you considered accepting a FIX4.4 messasge “as is” in a 4.2 session provided your FIX engine accepts it? You could consider using the “Transport Layer Independence” framework.

regards,
K. Mahesh

I need to accept 2 sided cross messages in Fix 4.2 – what is the proper
message to use for this? I have looked at the New Order Cross message in
FIX 4.4 – it is exactly what I need, but how do you retrofit this back
into the 4.2 world? Do you implement a New Order Single with lots of
custom tags? Any advice is appreciated, thanks

4

Have you considered accepting a FIX4.4 messasge “as is” in a 4.2 session
provided your FIX engine accepts it? You could consider using the
“Transport Layer Independence” framework.

regards,
K. Mahesh

I need to accept 2 sided cross messages in Fix 4.2 – what is the
proper message to use for this? I have looked at the New Order Cross
message in FIX 4.4 – it is exactly what I need, but how do you
retrofit this back into the 4.2 world? Do you implement a New Order
Single with lots of custom tags? Any advice is appreciated, thanks

Accepting the New Order Cross from the Fix 4.4 would be ideal – I just don’t know if this is acceptable practice. What is “Transport Layer Independence” framework?

5

FIX version 5.0 introduces a method by which FIX messages of different versions can be mixed in a single session. Refer specs at

http://fixprotocol.org/specifications/fix5.0spec

Regards,
K. Mahesh
+1-203-252-4039

Have you considered accepting a FIX4.4 messasge “as is” in a 4.2
session provided your FIX engine accepts it? You could consider using
the “Transport Layer Independence” framework.

regards,
K. Mahesh

I need to accept 2 sided cross messages in Fix 4.2 – what is the
proper message to use for this? I have looked at the New Order Cross
message in FIX 4.4 – it is exactly what I need, but how do you
retrofit this back into the 4.2 world? Do you implement a New Order
Single with lots of custom tags? Any advice is appreciated, thanks

Accepting the New Order Cross from the Fix 4.4 would be ideal – I just
don’t know if this is acceptable practice. What is “Transport Layer
Independence” framework?