Imported from previous forum
[ original email was from Cedric Chan - cedric.chan.cp@hk.nomura.com ]
Hi
Can anyone share their thoughts/experiences in supporting the various order type of HKEX?
It’s been suggested in FIX4.4 to make use of a combination of OrdType, ExecInst and Other fields.
(still Auctuion and Auction Limit are missing)
I found it doesn’t quite practical in supporting Bloomberg (or other vendors) client as there might not have such fields on the trade blotter for input.
Any suggestion/comments are appreciated.
Thanks
Ced