FIX4.2 NASDAQ Exchange Code: O or OQ?

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Imported from previous forum

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[ original email was from jim whitehead - jwhitehead@latentzero.com ]
Would it be possible to clarify what the FIX42 exchange identifier for the NASDAQ is? I’m pretty sure it used to be ‘O’ but according to this:
http://www.fixprotocol.org/specifications/exchanges.shtml its ‘OQ’, I’ve changed a harness in accordance with this and I’ve got brokers bouncing this value.

Is the consensus that ‘OQ’ is a currently valid identifier?

Many Thanks
Jim

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[ original email was from Terrence Kim - terrence.kim@streambase.com ]
Hi John,

Actually they are both valid. .O & .OQ.
Ideally you should be able to support both. As you can imagine this does cause issues with many firms. I’m not sure what the history behind this is but as far as I am aware they are both valid RIC extensions.
Hope this helped.
Thanks

Terrence

Would it be possible to clarify what the FIX42 exchange identifier for
the NASDAQ is? I’m pretty sure it used to be ‘O’ but according to this:
http://www.fixprotocol.org/specifications/exchanges.shtml its ‘OQ’, I’ve
changed a harness in accordance with this and I’ve got brokers bouncing
this value.

Is the consensus that ‘OQ’ is a currently valid identifier?

Many Thanks Jim

4

Both .O and .OQ are valid RIC extensions. From Reuter’s website:
.O RICs are for the composite NASDAQ exchanges and .OQ RICs are for the NASDAQ ’full’ exchange.

Reards,
Catherine

Would it be possible to clarify what the FIX42 exchange identifier for
the NASDAQ is? I’m pretty sure it used to be ‘O’ but according to this:
http://www.fixprotocol.org/specifications/exchanges.shtml its ‘OQ’, I’ve
changed a harness in accordance with this and I’ve got brokers bouncing
this value.

Is the consensus that ‘OQ’ is a currently valid identifier?

Many Thanks Jim

5

[ original email was from Harish - harish.kamaley@wipro.com ]

NASDAQ has three tiers:
1.NASDAQ Capital Market
2.NASDAQ Global Market
3.NASDAQ Global Select Market

For each tier they have one consolidated RIC, one primary RIC and seven regional RICs. Consolidated RIC shows best bid and ask among primary listed RICs as well as its regionals, and it will show the last trade price executed at the regional or primary exchange.

Primary RIC will show the quotes and trades of NASDAQ only. Similarly, regional exchanges will show their respective quotes and trades. For each consolidated, primary and regional RICs different exchange codes have been assigned.

For RICs that end with .O, the instruments are part of the consolidated NASDAQ and for RICs that end with .OQ are Primary rics.

Regards,
Harish.

Would it be possible to clarify what the FIX42 exchange identifier for
the NASDAQ is? I’m pretty sure it used to be ‘O’ but according to this:
http://www.fixprotocol.org/specifications/exchanges.shtml its ‘OQ’, I’ve
changed a harness in accordance with this and I’ve got brokers bouncing
this value.

Is the consensus that ‘OQ’ is a currently valid identifier?

Many Thanks Jim