Imported from previous forum
[ original email was from Joseph Cullity - JCullity@NYMEX.COM ]
Are any Commodity exchanges using FIX for transferring trading floor data?
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Cannot answer this question directly - but thought it was worth letting you know that we have proposed two new messages in FIX 4.2:
Capture Trade Report - Permits reporting two sided trades to exchange or clearing house.
Capture Trade Report Request - Permits querying / subscription to trade reports.
The Capture Trade Report can be one or two sided.
DTCC and the SIA (led by Dwight Arthur of DTCC) developed these messages for possible future use within DTCC. We tried to make sure these messages would support Futures and Options trade reporting, as well.
> Are any Commodity exchanges using FIX for transferring trading floor data?
>
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Sorry for the typo: THESE NEW TRADE CAPTURE MESSAGES ARE PROPOSED FOR FIX 4.3. YOU CAN OBTAIN THE DRAFT FROM THE FIX WEBSITE.
> Cannot answer this question directly - but thought it was worth letting you know that we have proposed two new messages in FIX 4.2:
> Capture Trade Report - Permits reporting two sided trades to exchange or clearing house.
> Capture Trade Report Request - Permits querying / subscription to trade reports.
>
> The Capture Trade Report can be one or two sided.
>
> DTCC and the SIA (led by Dwight Arthur of DTCC) developed these messages for possible future use within DTCC. We tried to make sure these messages would support Futures and Options trade reporting, as well.
>
> > Are any Commodity exchanges using FIX for transferring trading floor data?
> >
>