[This message was posted by Dennis Wiatzka of Nasdaq OMX <[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/4869f78c - PLEASE DO NOT REPLY BY MAIL.]
JS, For the exchange systems our team works on, the FIX gateways allow remote applications to subscribe for Trading Session Status and Security Status messages. Tag 340 and tag 326 respectively indicate the new status. (e.g. pre-open, open, halted, closed, etc.) Our clients predefine trading session IDs which simplifies Security Definition Requests and status subscription requests. I know some exchanges define these on the fly which makes the use of these messages more complicated. Clients use Security Definition Request to get the list of available securities and which trading sessions they are available in. Cheers, Dennis > You are right. I need to contact to the exchange or our broker first. > But I was wondering there is any fix protocol for those kind of notices > like market opening or market closing. > > Anyways, Thanks Hanno! -JS > > > This depends on the specific implementation. Recommended practice > > would be to inform the original submitter of an order about an > > unsolicited cancellation. Market opening information belongs to the > > area of market data, e.g. via the SecurityStatus or as part of the > > MarketDataSnapshotFullRefresh or MarketDataIncremental message. Again, > > this depends on the specific implementation and cannot be answered in > > general. You will probably have to approach the exchange if their > > documentation does not answer your question. > > > > Regards, Hanno. > > > > > Hi > > > > > > When the exchange server cancels any Limit-On-Open order as market > > > opening, do they send cancel message back? or is there any way to > > > know when the market is opened based on the incoming message from > > > exchange server? > > > > > > Thanks in advance! -JS [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.
