FIX Pricing

, ,
1

Imported from previous forum

2

I am in the process of writing a price feed to collect pricing information from several sources and publish them to users. Does anyone know if there any way in the Market Data message to indicate where the data is from?

If not, is there an alternative XML standard that can be used to represent price depths in a number of different product types that anyone knows of?

Thanks for any help you can give me,

PD

3

[ original email was from Matt Simpson - msimpson@cme.com ]
> I am in the process of writing a price feed to collect pricing

information from several sources and publish them to users. Does anyone
know if there any way in the Market Data message to indicate where the
data is from?

If not, is there an alternative XML standard that can be used to
represent price depths in a number of different product types that
anyone knows of?

Thanks for any help you can give me,

PD

You can use MDMkt/tag 275 for this purpose. It’s defined as “market posting quote or trade” and uses the ISO values for exchange identification. It’s very useful when a re-distributor is consolidating disparate feeds and sending them back out.

Matt Simpson

4

[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> I am in the process of writing a price feed to collect pricing

information from several sources and publish them to users. Does anyone
know if there any way in the Market Data message to indicate where the
data is from?

In addition to MDMkt, there’s also MDEntryOriginator.