HK pre-open market

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Imported from previous forum

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[ original email was from Vivien Lee - vivien.wm.lee@ing-barings.com ]
Hi there,

I would like to know how does FIX to support SEHK pre-open market.

For HK order send straigh to Market before normal trading hour, we need to send special order type like:AtAuction, EnhancedLimit, AtAuctionLimit, SpecialLimit. How can we put these order types in FIX message.

Thanks in advance,

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Vivien,

There is no pre-defined OrdType values in FIXMLv4.3 suitable for Hong Kong market’s ELO, ALO & SLO (Special Limit Order). I have the same problem that the existing FIXML tags/elements are not enough to represent all the HK order types. You can customize the OrdType element in FIXML DTD file to handle it, as long as your back-end trading engine supports for these kind of tradings.

> Hi there,
>
> I would like to know how does FIX to support SEHK pre-open market.
>
> For HK order send straigh to Market before normal trading hour, we need to send special order type like:AtAuction, EnhancedLimit, AtAuctionLimit, SpecialLimit. How can we put these order types in FIX message.
>
> Thanks in advance,
>
>
>