Imported from previous forum
Greetings…
I just would like to know how to implement the mapping of FIX 4.0 user-defined messages (e.g. Depth-of-Market Request, Base Contract Download, etc.) used in SYCOM Sydney Exchange to FIX 4.1 standard messages. I am have difficulty with regards to finding tag equivalents/counterparts in FIX 4.1.
I do hope anyone could enlighten me.
Thanks,
Anthony
I do not believe that all of the custom/user-defined features of this exchange have been incorporated into FIX 4.1 or 4.2. Your best bet will be to ask them for guidance. FIX 4.2 did add support for MarketData messaging which might be appplicable to the Depth-of-Market Request you mentioned.
> Greetings…
>
> I just would like to know how to implement the mapping of FIX 4.0 user-defined messages (e.g. Depth-of-Market Request, Base Contract Download, etc.) used in SYCOM Sydney Exchange to FIX 4.1 standard messages. I am have difficulty with regards to finding tag equivalents/counterparts in FIX 4.1.
>
> I do hope anyone could enlighten me.
>
> Thanks,
>
> Anthony
>
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
The Security Definition Request and Security Definition message in FIX 4.2 should be applicable for use with the base contract download - this is what we are using for our markets.
> I do not believe that all of the custom/user-defined features of this exchange have been incorporated into FIX 4.1 or 4.2. Your best bet will be to ask them for guidance. FIX 4.2 did add support for MarketData messaging which might be appplicable to the Depth-of-Market Request you mentioned.
>
> > Greetings…
> >
> > I just would like to know how to implement the mapping of FIX 4.0 user-defined messages (e.g. Depth-of-Market Request, Base Contract Download, etc.) used in SYCOM Sydney Exchange to FIX 4.1 standard messages. I am have difficulty with regards to finding tag equivalents/counterparts in FIX 4.1.
> >
> > I do hope anyone could enlighten me.
> >
> > Thanks,
> >
> > Anthony
> >
>