[This message was posted by Rick Hedin of Peak 6 <[email protected]> to the
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Greetings.
I would like use our existing FIX connections with our brokers to send orders
through them to a particular exchange. (Usually, the primary exchange for the
security.) I am having trouble finding the tags and messages designed to
accomplish this. Perhaps it was added in later versions of FIX? I am using
4.2.
Here is the trader's view of what is required:
We need each broker to understand the FIX tag that directs the order to the
primary exchange. In other words it is DMA (which goes to the broker and then
gets routed to the destination) as opposed to Sponsored Access (which goes
directly to an exchange and then informs the broker what happened).
Has someone else done this?
Regards,
Rick
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