[This message was posted by Mahesh Kumaraguru of <kay_mah...@yahoo.com> 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/b05150ed - PLEASE DO NOT REPLY BY MAIL.]
Depending on which version of FIX you want to use, look thru the FIX specifications at http://www.fixprotocol.org/specifications/ To query what symbols are available - use SecurityDefinitionRequest ^35=c^ Respones containing Symbols - SecurityDefinition ^35=d^ live data feed - MarketDataRequest ^35=V^ MarketDataSnapshotFullRefresh ^35=W^ MarketDataIncrementalRefresh ^35=X^ MarketDataReject ^35=Y^ Regarding Historical data - The FIX Market Data messages were designed primarily for exchange of real-time data. I do not think FIX is being used for historical data like 52 week high/low, earnings and dividend yield as provided by data vendors since these dont fall into the real-time data category. A "dirty solution" is to use custom tags 5000 - 9999 ( http://fixprotocol.org/specifications/fields/5000-9999 ) and / or custom messages ^35=U*^, but I do not recomend this approach. Why ? Read thru http://fixprotocol.org/discuss/read/4a670208 - I am mentioning these approaches to make you aware they exist but these approaches are not good. A better solution in "my opinion" for historical Market Data would be to use Market Data Definition Language ( http://www.mddl.org/ ) which is XML based and transport it over a ^Tag=Value^ FIX session using XML_non_FIX message ^35=n^. This would give you best of both worlds - using industry standard MDDL for data representation and using realtime robust FIX session for transport - but keep in mind the XML overhead and corresponding loss of speed in FIX session. Also take a look at FAST Protocol(FIX Adapted for STreaming) which is an alternate Transport protocol for Market Data. > Hi all, > > Am a newb to the FIX protocol and have a number of questions I was > hoping somebody here could assist me with. Is it possible to have live > data feed, as well as historical data transmitted across the FIX > Protocol? Is it possible to use FIX to query what symbols are available > from the server? > > > Thanks, > > Nate [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to FIX-Protocol@googlegroups.com To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
