exchange code

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Imported from previous forum

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Is the following scenario FIX compliant?:

If I’m on the buy-side, can I use my own set of exchange identifiers other than the Reuters mnemonics specified in the appendix of the FIX specs?

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[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> Is the following scenario FIX compliant?:
>
> If I’m on the buy-side, can I use my own set of exchange identifiers other than the Reuters mnemonics specified in the appendix of the FIX specs?

No, that is not compliant. However, you can request that the FIX Technical Committee assign new numeric exchange codes for exchanges without Reuters codes. Several of these have been added recently.

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> > Is the following scenario FIX compliant?:
> >
> > If I’m on the buy-side, can I use my own set of exchange identifiers other than the Reuters mnemonics specified in the appendix of the FIX specs?
>
> No, that is not compliant. However, you can request that the FIX Technical Committee assign new numeric exchange codes for exchanges without Reuters codes. Several of these have been added recently.
>
>
>

Is it still the case in 4.0, 4.1 and 4.2 that the only supported exchange identifiers are Reuters mnemonics? Are Bloomberg values supported?

Thx
Carolyn

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That is correct. Note that Bloomberg added some user-defined fields for a BLP-specific value for ExDestination, LastMkt, and SecurityExchange. Note that in FIX 4.3, the ISO "MIC" (Market Identifier Code) standard is the base for exchange values.

> Is it still the case in 4.0, 4.1 and 4.2 that the only supported exchange identifiers are Reuters mnemonics? Are Bloomberg values supported?
>
> Thx
> Carolyn
>