Imported from previous forum
[ original email was from Bernt Sanden - bernt.sanden@omgroup.com ]
Hi,
I think there are some fields missing in the Security Definition message. I would like to have two new fields there, these are:
RoundLot (The trading lot)
MinTradeVol (The minimum trading volume)
In our OMS as in many other OMS’s in Europe we have an RoundLot market and an odd lot market for each security. The RoundLot defines the mininum trading volume for the RoundLot market and the MinTradeVol field defines the minimum trading volume of the odd lot market. The RoundLot size differs from security to security. The values of these fields are important to know for a FIX client accessing our system.
Is it possible to extend the definition of the Security Definition with own tags or do you have an alternative idea how to solve this problem?
Regards, Bernt Sandén
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Bernt,
Recommend you submit these to the page as custom fields (user defined tags) - we will then review them in the next technical committee meeting. Initially - these fields do make sense - if there are other descriptive fields that are needed please let us know.
As you probably know, we do not assign "official" tag numbers between releases - the process is to use published user defined tags - that will be adopted into a future draft of the specifications.
Hope this helps.
-northey
> Hi,
>
> I think there are some fields missing in the Security Definition message. I would like to have two new fields there, these are:
>
> RoundLot (The trading lot)
> MinTradeVol (The minimum trading volume)
>
> In our OMS as in many other OMS’s in Europe we have an RoundLot market and an odd lot market for each security. The RoundLot defines the mininum trading volume for the RoundLot market and the MinTradeVol field defines the minimum trading volume of the odd lot market. The RoundLot size differs from security to security. The values of these fields are important to know for a FIX client accessing our system.
>
> Is it possible to extend the definition of the Security Definition with own tags or do you have an alternative idea how to solve this problem?
>
>
> Regards, Bernt Sandén
>