Imported from previous forum
If I wanted to get the market price for an ISIN, could I do this via FIX ?
Note that I am not asking for the price of an order (as in the execution report) but the market price, even if it was at the close of prior day.
Thnks
Have a look at the MarketDataRequest message which allows you to specify one or more instruments by ISIN and returns a market price through the MarketDataSnapshotFullRefresh message.
The field MDEntryType is part of the request and lets you define what information you want (current price, price from last close etc.)
Regards,
Hanno.
If I wanted to get the market price for an ISIN, could I do this via FIX
?Note that I am not asking for the price of an order (as in the execution
report) but the market price, even if it was at the close of prior day.Thnks
Have a look at the MarketDataRequest message which allows you to specify
one or more instruments by ISIN and returns a market price through the
MarketDataSnapshotFullRefresh message. The field MDEntryType is part of
the request and lets you define what information you want (current
price, price from last close etc.)Regards, Hanno.
If I wanted to get the market price for an ISIN, could I do this
via FIX ?Note that I am not asking for the price of an order (as in the
execution report) but the market price, even if it was at the close of
prior day.Thnks
Have a look at the MarketDataRequest message which allows you to
specify one or more instruments by ISIN and returns a market price
through the MarketDataSnapshotFullRefresh message. The field
MDEntryType is part of the request and lets you define what
information you want (current price, price from last close etc.)Regards, Hanno.
If I wanted to get the market price for an ISIN, could I do this
via FIX ?Note that I am not asking for the price of an order (as in the
execution report) but the market price, even if it was at the close
of prior day.Thnks
Unless I mistaken, MarketDataRequest is not available on FIX 4.2 right ? Is there an equivalent ?
Thnks
Your original question did not mention a version which normally means the most recent version (FIX 5.0 SP1). FIX 4.2 is 7 years old but it does have a MarketDataRequest message, please check the documentation. Where did you look for it?
Have a look at the MarketDataRequest message which allows you to
specify one or more instruments by ISIN and returns a market price
through the MarketDataSnapshotFullRefresh message. The field
MDEntryType is part of the request and lets you define what
information you want (current price, price from last close etc.)Regards, Hanno.
If I wanted to get the market price for an ISIN, could I do this
via FIX ?Note that I am not asking for the price of an order (as in the
execution report) but the market price, even if it was at the
close of prior day.Thnks
Unless I mistaken, MarketDataRequest is not available on FIX 4.2 right ?
Is there an equivalent ?Thnks