tag 100 (ExDesination) and order routing

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Imported from previous forum

2

Hi,

I have clients connected on Fix version 4.0, 4.2 and 4.4.

I’d like to be able to route orders between them, but Tag 100 has changed a lot from 4.2 -> 4.4

How would I handle an order entered in a 4.4 session, which I’d like to route to a 4.2 session ?

I’m wondering how this mapping would be handled in other institutions, and whether there are other similar issues I should be aware of when doing this ?

Regards

3

Hi Martin,

I have clients connected on Fix version 4.0, 4.2 and 4.4.

I’d like to be able to route orders between them, but Tag 100 has
changed a lot from 4.2 → 4.4

How would I handle an order entered in a 4.4 session, which I’d like to
route to a 4.2 session ?

I’m wondering how this mapping would be handled in other institutions,
and whether there are other similar issues I should be aware of when
doing this ?

Up to FIX 4.2, Reuters Exchange codes are used. Starting with FIX 4.3 the FIX protocol switched to use ISO 10383 MIC codes. The only way to handle this would be to have a conversion table, ie

FIX 4.2- ↔ FIX 4.3+
S XSWX
VX XVTX
…

Looking at this thread, this may be more tricky in some cases:

http://www.fixprotocol.org/discuss/read/0a3c508d

(This is from 2002, so the things may have changed much since then…)

Maybe someone in the forum has a rather complete table and is willing to share it with you?

Regards, Jörg