[This message was posted by Hanno Klein of Deutsche Börse Systems <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/c4b045e7 - PLEASE DO NOT REPLY BY MAIL.]
The repeating group of trading session IDs is available as of FIX 4.2. FIX 4.4 already has a second field trading session sub ID. Values can be bilaterally agreed as Strings. You can thus use FIX 4.4 syntax and follow FIX 5.0 SP1 semantics by using its pre-defined values as follows: 386 NoTradingSessions = 1 > 336 TradingSessionID = "1" (Day) > 625 TradingSessionSubID = "3" ((Continuous) Trading) 59 TimeInForce = 0 (Day (or session)) Regards, Hanno. > Hi Rikard Thanks for your response, but i think this option is available > from FIX 5.0 and above? At the moment we use FIX 4.4, hence would like > to know if we can use these tags effectively though they are available > for use in this version. > > It would be very helpful if you can give us a sample message with these > tags included. > > Thanks Ambar > > > > FIX supports a repeating group of TradingSessionID (336) and in later > > versions TradingSessionSubID (625). Those are intended to qualify the > > sessions that the order is valid for in cases where the TimeINForce is > > not sufficient. In FIX 5.0 TimeInForce (59) = 0 was clarified to mean > > "Day (or session)". So your problem can be solved by providing > > TimeInForce = "0" and a list of TradingSession(Sub)IDs. > > > > Naturally such exotic functionality is subject to bilateral agreement. > > Certainly not all marketplaces support it. > > > > > > Regards > > > > Rikard > > > > > > [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
