[This message was posted by Richard Labs of CL&B Capital Management, LLC <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/e90ac9df - PLEASE DO NOT REPLY BY MAIL.]
StrategyIdentifierTag versionIdentifierTag draftFlagIdentifierTag Each of the above (in Strategies, which means they are constant across all algos in the FIXatdl file) represents a FIX tag number. It is the duty of the SENDER (i.e. the OMS transmitting a New Order message) to transmit on the wire tag=value on each of those tags in the message directed to the TARGET (i.e. the bd where execution will occur.) One of the uses of the above is for the TARGET to reject an inbound order that is based on at FIXatdl file that is out of date. For instance: [in the stratgies section, pertaining to all individual algos] Strategies.strategyIdentifierTag = 610 Strategies.versionIdentifierTag = 611 Strategies.draftFlagIdentifierTag = 612 [one of the algos in the file] Strategy.name = dark Strategy.version = 1.0 When the TARGET gets the following: 610=dark|611=1.0|612=F It can reject that and message back to the OMS - sorry, we are now on version 2.9 of the Dark strategy and only support from version 1.4 or greater. Please call 212-999-0000 or visit www.ourFIXatdlLibrary.abc.com and obtain a more up to date FIXatdl file. [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]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=.
