Imported from previous forum
We are rolling out a system that will support crossing sessions similar to that of Posit.
I have read the previous discussions with suggestion of adding CrossingSessionID tag, I would think that "TradingSessionID", which is available in FIX 4.2, should service the purpose. Most organizations, however, have not adopted the new version.
As FIX 4.1 does not support "Crossing Session" tag, I wonder how other firms are supporting this type of orders? May be piggybacking existing fields or using "user defined fields"?