Imported from previous forum
We are designing a FIX interface to handle orders routed from DPMs to the five listed exchanges as "Linkage orders". How does FIX 4.3 handle this? In particular, the linkage ID (ORS ID in the case of a CBOE DPM), the designation of the order as principal acting as agent (P/A), and the linkage ID ("LKAC" in the case of a CBOE DPM routing to ISE)?
Thanks,
Jim Downs
Connamara Systems, LLC
jcdowns@connamara.com
www.connamara.com