Imported from previous forum
We would like to be able to send FIX indications where we specify VWAP or MOC. Currently these values do not appear to be included in the tag 104 IOIQualifiers; though there is a value of “C-at the close” (I am not sure if this would mean MOC…).
I would like to propose that new values be added to tag 104, one new value to signify VWAP and a second to signify MOC.
Is this an acceptable way to handle this? Is there another way to do this that I have not come across?
If there is agreement with the approach can we have values assigned/reserved for this?