[This message was posted by Hanno Klein of Deutsche Börse Systems <hanno.kl...@deutsche-boerse.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/a2bd23d4 - PLEASE DO NOT REPLY BY MAIL.]
Andrei, I would look into MDFeedType as a generic means to distinguish logical streams that might be on the same physical stream (multicast address). Tag 1683 MDSubFeedType has been added with Extension Pack EP106 to offer further granularity. You could simply define MDFeedType values M/E/O for main, ex-pit and OTC. The data recipients can then easily determine to what kind of data the statistics apply. Regards, Hanno. > Hi there, > > I need to publish Market Data events on a given instrument, but the > events might take place on different "trading channels" (e.g. main > electronic trading system, ex-pit, OTC). Thus, I might end up publishing > the same statistics (High, Low, VWAP, etc) multiple times for each > channel. In order to avoid spurious overwriting between channels, I need > some kind of "channel qualifier" for the market data item. I found > MDStreamID (1500) on the market data messages, but from the field > description I can't be sure if this is the use case for it. > > Any thoughts on this? > > Thanks, > > Andrei Goldchleger [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-proto...@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.
