[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/afb478a0 - PLEASE DO NOT REPLY BY MAIL.]
MDStreamID was specifically added for the FX market. Technically it would work, semantically I would be more explicit. I would rather see your different channels as different "sub-books" where information comes from. MDBookType is on the root level and can denote if you are sending top of book or depth. MDSubBookType is on the entry level and can then distinguish your channels. Another option is to use the Parties block in the entry group with PartyRole=73=Execution Venue. Tag 1430 VenueType is not part of the market data messages but its valid values could serve as an input for PartyID in your case. However, I am not sure you are doing yourself a favor by bundling feeds from different logical sources together in a single MDEntry repeating group. As long as all of your users are always entitled to see all information you should be fine but what if you decide to separate things one day? Also, do you have updates for main trading / ex-pit / OTC at the same time? Otherwise they would not end up in the same logical message or even on the same UDP packet on the wire. Regards, Hanno. > Thanks Hanno, > > The only problem is that I might end up coming with multiple logical > streams data on a single Incremental message, and MDFeedType is a root > level field. This is why I am considering MDStreamID. > [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.
