Usage of different fields in FIX 4.4

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Imported from previous forum

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Hi,

This is Pradyumna Sathe. We are trying to map the fields from Euronext MMTP protocol to the FIX 4.4 protocol. I need some clarifications in this regard.

Follwing is the information sent by the Euronext I want to know if the mapping I am thinking of would be appropirate or we need to use the custom fields (10000 onwards for this information).

Initially we are trying to map the instrument list message which is sent by Euronext everyday in the morning.
The message type I am using is ‘y’.

Following is the mapping done for different information.

Amount of capital traded previous day on instrument (with 2 decimals) this field is mapped to Field no. 381 (GrossTradeAmt).

Amount of par value for instrument for calculating trade amount. this field is mapped to Field no. 860 (AvgPx).

Quantity of the shares/bonds traded on previous day this field is mapped to 387 (TotalVolumeTraded).

Instrument lot size this field is mapped to Field no. 561 (RoundLot).

Thanks

Pradyumna Sathe

3

I cannot speak for the content of the fields you are trying to map but there might me a misunderstanding on your side. It seems you want to use them for message type “y”. The FIX engine will probably not let you use standard tags for message they are not associated with. Of the tags you describe, only tag 561 is part of the Security List message (type “y”). You would need to use custom fields if you still want to use this message type to convey the information you describe.

Regards,
Hanno.

Hi,

This is Pradyumna Sathe. We are trying to map the fields from Euronext
MMTP protocol to the FIX 4.4 protocol. I need some clarifications in
this regard.

Follwing is the information sent by the Euronext I want to know if the
mapping I am thinking of would be appropirate or we need to use the
custom fields (10000 onwards for this information).

Initially we are trying to map the instrument list message which is sent
by Euronext everyday in the morning. The message type I am using is ‘y’.

Following is the mapping done for different information.

Amount of capital traded previous day on instrument (with 2 decimals)
this field is mapped to Field no. 381 (GrossTradeAmt).

Amount of par value for instrument for calculating trade amount. this
field is mapped to Field no. 860 (AvgPx).

Quantity of the shares/bonds traded on previous day this field is mapped
to 387 (TotalVolumeTraded).

Instrument lot size this field is mapped to Field no. 561 (RoundLot).

Thanks

Pradyumna Sathe

4

Hi Pradyumna

I´m trying (alone) to map the fields from MMTP to the FIX protocol but i think it´s so hard to do.

Please, could you send me some documents explaining this mapping?
If you need some help just mail me.

Thank a lots!

Best regards

Marcelo Hervedeira - Brazil
hervedeira@hotmail.com