Tag100

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1

Imported from previous forum

2

Hi, I’m looking for a list with codes used in tag100 for futures. I know for example that W is being used for Chicago Mercantile Exchange But how about the other derivative exchanges? Can anyone help me on this, please?

Much appreciated!

Maikel

3

Hi, I’m looking for a list with codes used in tag100 for futures. I know for example that W is being used for Chicago Mercantile Exchange But how about the other derivative exchanges? Can anyone help me on this, please?

Much appreciated!

Maikel

Many buy side and sell side FIX implementations use the Market Identifier Codes found at http://www.iso15022.org/MIC/homepageMIC.htm

4

You do not mention a FIX version. Tag 100 has data type “Exchange” which is defined as “string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C).”. There, CME Globex for example has GLBX. Please check http://www.iso15022.org/MIC/homepageMIC.htm.
You might be referring to older codes from Reuters or FPL which are still in use with older FIX versions. It is recommended to transition to the ISO values whenever possible.

Hi, I’m looking for a list with codes used in tag100 for futures. I know for example that W is being used for Chicago Mercantile Exchange But how about the other derivative exchanges? Can anyone help me on this, please?

Much appreciated!

Maikel

5

W is the Reuters exchange code for CBOE, not CME, check http://www.fixprotocol.org/specifications/exchanges.shtml. The American Buy Side Working Group is now also recommending MIC values for older FIX versions (to be used for LastMkt(30) to identify the venue on which an order was executed).

Hi, I’m looking for a list with codes used in tag100 for futures. I know for example that W is being used for Chicago Mercantile Exchange But how about the other derivative exchanges? Can anyone help me on this, please?

Much appreciated!

Maikel

6

Thanks for you help! This solved my issue.

W is the Reuters exchange code for CBOE, not CME, check http://www.fixprotocol.org/specifications/exchanges.shtml. The American Buy Side Working Group is now also recommending MIC values for older FIX versions (to be used for LastMkt(30) to identify the venue on which an order was executed).

Hi, I’m looking for a list with codes used in tag100 for futures. I know for example that W is being used for Chicago Mercantile Exchange But how about the other derivative exchanges? Can anyone help me on this, please?

Much appreciated!

Maikel