Imported from previous forum
Can anyone provide the Reuters exchange code for the Euronext.liffe Exchange Market ?
For you information Euronext.liffe is the international derivatives business of Euronext, comprising the Amsterdam, Brussels, LIFFE, Lisbon and Paris derivatives markets.
Thank you
Rocco Pisano
Hi Rocco,
> Can anyone provide the Reuters exchange code for
> the Euronext.liffe Exchange Market ?
Quoting the FIX 4.3 spec:
> Appendix 6-C Exchange Codes - ISO 10383 Market Identifier Code (MIC)
> As of FIX 4.3, Exchange Codes used in FIX are those defined in ISO 10383 standard: Market Identifier Code (MIC). The cross-reference list below is a subset of ISO 10383 values as of the time of this publication. It is provided to facilitate the transition from the Reuters exchange suffix codes which versions of FIX prior to FIX 4.2 were based upon. The official standard and set of values are maintained by the ISO 10383 standard and any discrepancies below should be considered typographical errors using the ISO 10383 standard as the correct set of values. To obtain the current valid list please contact the ISO 10383 secretariat (see "Appendix 6-B") and/or visit the ISO website at http://www.iso.ch
> Note that "Old FIX 4.2" values which are underlined represent "numeric codes" assigned by the FIX organization in lieu of a valid Reuters exchange suffix. Such values which have a valid MIC value should use the MIC value. Markets without a MIC value should apply to the ISO 10383 Registration Authority (SWIFT) for an appropriate value. The FIX organization will maintain numeric values for required market identifiers which are unable to establish a MIC value for some reason.
From the last paragraph I would conclude that you should use the ISO code if you do not find a valid reuters code. If you are using FIX 4.3 or higher, you should change to ISO codes anyway.
Cheers, Jörg