[This message was posted by Rich Sharma of Independent Consultant <[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/12eab9a1 - PLEASE DO NOT REPLY BY MAIL.]
Hi, In version 4.4, how are the different strategies typically supported? Can value 1000 for TargetStrategy be used to specify additional types of Strategies? Are there examples I can reference of how TWAP, % Volume, and other strategies have been implemented using 4.4 fields? I found that there are 2 fields: 1. TargetStrategy (847) field in which 3 specific strategies are supported (VWAP, Participate, Minimize Market Impact) and looks like there is a way to indicate other types of strategies using value 1000 2. TargetStrategyParameters (848); assuming this is where additional parametes for the specific strategy can be specified. Please verify. Thank you in advance for your help. Rich [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.
