Imported from previous forum
[ original email was from John Greenan - john.greenan@alignment-systems.com ]
Hi All,
I have a requirement to send Market on Cash Close futures orders to a brokker using FIX 4.2.
The curreny suggestion is to use 40=6 for these orders and have the broker map to an internal representation that covers MOCC.
Does anyone else have an elegant solution for this that does not require a change in FIX version?
Many thanks.
John