Imported from previous forum
[ original email was from Tim Miller - timothy.miller@bankofamerica.com ]
>It is called LastMkt. It requires Reuters codes (or the integer codes FPL assigns for exchanges / ECNs / ATSs without Reuters codes.
(1) Is anyone compiling a list of codes for electronic exchanges not mentioned in Appendix C of the FIX 4.2 spec e.g. Brokertech, ESpeed, SIA/MTS, SENAF, Instinet, HDAT, BondClick, BondVision etc.?
(2) Are there plans to use more meaningful mnemonics rather than integer values for ECNs? e.g. BTC = Brokertech. This would improve readability in FIXML.
(3) Does LastMkt describe the exchange or the market? Do we require a separate MarketType field to describe various markets at the same exchange? e.g. Equity, Bond, Repo, Basis Trading.
-
We will create integer codes for any missing exchanges identified. We maintain the list in a more dynamic fashion via "Tech Resources", "Exchange Codes" and incorporate those changes in to spec releases. We have assigned custom codes for each one that has been specifically requested thus far.
-
Not at present. The sequential integer code approach was chosen to prevent collisions with "defined" codes and to clearly identify custom vs. defined.
-
LastMkt is the exchange. TradingSessionID can be used to refer to a specific "market at an exchange".
> >It is called LastMkt. It requires Reuters codes (or the integer codes FPL assigns for exchanges / ECNs / ATSs without Reuters codes.
>
> (1) Is anyone compiling a list of codes for electronic exchanges not mentioned in Appendix C of the FIX 4.2 spec e.g. Brokertech, ESpeed, SIA/MTS, SENAF, Instinet, HDAT, BondClick, BondVision etc.?
>
> (2) Are there plans to use more meaningful mnemonics rather than integer values for ECNs? e.g. BTC = Brokertech. This would improve readability in FIXML.
>
> (3) Does LastMkt describe the exchange or the market? Do we require a separate MarketType field to describe various markets at the same exchange? e.g. Equity, Bond, Repo, Basis Trading.
>
>
>