Top Gainers / Loosers

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Imported from previous forum

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Hi,
Can anyone please help me which message to use for the reports like Top Gainers/Loosers in FIX protocol???

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Use SecurityList (MsgType=“y”) message with user-defined values in SecurityListType (1470), e.g. 100=Top Gainers, 101=Top Losers. You can also use SecurityListID (1465) set to “TG” /“TL” together with SecurityListDesc (1467) set to “Top Gainers” / “Top Losers”. The repeating group of instruments has the InstrumentExtension component which in term has the generic AttrbGrp component where you can define additional information per instrument, e.g. percentage gained/lost, with user-defined values of InstrAttribType (871).

Hi,

Can anyone please help me which message to use for the reports like Top Gainers/Loosers in FIX protocol???

4

Hi Hanno,
Thanks, its a great help foe me.

Use SecurityList (MsgType=“y”) message with user-defined values in SecurityListType (1470), e.g. 100=Top Gainers, 101=Top Losers. You can also use SecurityListID (1465) set to “TG” /“TL” together with SecurityListDesc (1467) set to “Top Gainers” / “Top Losers”. The repeating group of instruments has the InstrumentExtension component which in term has the generic AttrbGrp component where you can define additional information per instrument, e.g. percentage gained/lost, with user-defined values of InstrAttribType (871).

Hi,

Can anyone please help me which message to use for the reports like Top Gainers/Loosers in FIX protocol???