[This message was posted by girish kumar of HCL Technologies Ltd.
<[email protected]> to the "General Q/A" discussion forum at
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> Naresh,
I have some logs for you,
2007/09/21 13:49:50:699: FIXConnectionData: Sending data on connection {XYZ}
[8=FIX.4.2 9=0222 35=D 34=232 49=ABC 56=XYZ 52=20070921-13:49:50 115=CLIENT1
15=INR 200=200709 107=CIT SEP7 5200CE 207=NS 40=2 54=1 59=0 21=3
60=20070921-13:49:42 201=1 100=NS 55=CNXIT 11=86909 18=2 167=OPT 44=50.0
38=10.0 202=5200 10=008 ]
If you are placing for Indian market then you have to specify the tag 207 and
100 in it, so that the broker will know in which exchange it has to be traded.
Hope so this help you.
Regards,
Girish
thanks Jim
>
>
> > It depends upon version of FIX:
> >
> > FIX.4.2: Symbol(55)-option symbol - exchange specific
> > SecurityType(167) OPT MaturityMonthYear(tag 200) - YYYYMM
> > StrikePrice(tag 202) - strike price PutOrCall(tag 201) 0-Put, 1-Call
> > For a Flex option: MaturityDay(tag 205) - If the day of the month is
> > required.
> >
> > FIX.4.3 - DO NOT USE FIX.4.3 AT ALL
> >
> > FIX.4.4 through FIX.5.0SP2 - We reintroduced PutOrCall field and
> > SecurityType into FIX.4.4 Symbol(55)-option symbol - exchange specific
> > SecurityType(167) = 'OPT' MaturityMonthYear(tag 200) - YYYYMM
> > (expanded to include - so you can fully specify the maturity date as
> > YYYYMMDD) StrikePrice(tag 202) - strike price PutOrCall(tag 201) 0-
> > Put, 1-Call
> >
> > There are some additional fields that have been used historically,
> > such as: OptAttribute(tag 206) - has been used in some markets to
> > provide versioning of options as a result of corporate actions
> > (mergers, acquisitions, etc.). This field is not widely used.
> >
> > For US listed markets - there is an Options Symbology Initiative being
> > led by The Options Clearing Corporation, which is the issuer and
> > guarantee of equity options (including indices), within the US. The
> > FPL Global Derivatives Committee worked with The OCC and produced the
> > following Implementation Guide: http://fixprotocol.org/documents/4213/F-
> > IXImplementationGuide_USOptionsSymbology_v1.pdf
> >
> > Also, in some markets the following fields might be used to identify
> > the instrument - especially for markets that use ISIN for instance.
> >
> > SecurityID(tag 48) SecurityIDSource(tag 22)
> >
> > Final Note: We introduced CFICode (based upon an ISO standard) as part
> > of FIX.4.3. CFICode(tag 461) is widely used for US derivatives post
> > trade reporting and is still a supported field. We have however, moved
> > away from the use of CFICode for identification of derivatives and
> > returned to SecurityType(tag 167)=OPT or FUT and PutOrCall(tag 201).
> >
> >
> >
> >
> > > Hi,
> > >
> > > In case the order is for option trade , what should be the extra
> > > tags provided vs if the order would have been for a Stock order
> > >
> > > Any help with sample fix message would be great.
> > >
> > > Many thanks
> > >
> > > Naresh
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