Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Update fix_trade_specification.md #57

Merged
merged 2 commits into from
Feb 12, 2024
Merged

Update fix_trade_specification.md #57

Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
9f8549d
Update fix_trade_specification.md
jpriceclst Feb 1, 2024
756c76b
Update fix_trade_specification.md
jpriceclst Feb 2, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 3 additions & 2 deletions fix_trade_specification.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -67,6 +67,7 @@ This trade type is used to facilitate average-price workflows, i.e. averaging ma
| `Omit SEC Fee` | `9005` | `F` `T` | `String` | `1` | `O` | True if SEC fees should not be applied | `T` |
| `Omit TAF Fee` | `9006` | `F` `T` | `String` | `1` | `O` | True if TAF fees should not be applied | `T` |
| `Order ID` | `37` | | `String` | | `O` | Order ID to link all the executions in the average price account | `123456` |
| `Liquidity Indicator` | `9730` | | `String` | | `O` | The liquidity indicator as provided by the exchange to specify what effect an order has had on the liquidity of the book | `A` |

### FIX inbound example message for Allocation Trade
`8=FIX.4.29=25335=849=OMS_CLIENT56=0000913234=12914352=20201021-21:42:3420=09001=A1=10007817=CLIENT_TRADE_ID75=2020102122=448=US70450Y1038421=USA15=USD31=000213.48000032=0000000298754=263=064=2020102360=20201021-13:42:34.12347=A76=ABCD79=10001710=180`
Expand Down Expand Up @@ -171,7 +172,7 @@ This trade represents a trade between two trading entities. For example, trading
| `Locate Source` | `9008` | | `String` | | `O` | Firm supplying the locate (usually MPID) | `CLST` |
| `Order ID` | `37` | | `String` | | `O` | Order ID to link all the executions in the average price account | `123456` |
| `NSCC Clearing` | `9010` | `agu` `contra` `corr` `corr_fees` `qsr` | `String` | `O` | `agu` `contra` `corr` `corr_fees` `qsr` | `qsr` |
| `Last Liquidity Indicator` | `851` | `1` `2` `3` `4` | `Integer` | | `O` | `1 - Added Liquidity` `2 - Removed Liquidity` `3 - Liquidity Routed Out` `4 - Netted Liquidity` | `1` |
| `Liquidity Indicator` | `9730` | | `String` | | `O` | The liquidity indicator as provided by the exchange to specify what effect an order has had on the liquidity of the book | `A` |

### FIX inbound example message for Bilateral Trade
`8=FIX.4.29=26135=849=OMS_CLIENT56=0000913234=12914152=20201021-21:42:3420=09001=B1=10007817=CLIENT_TRADE_ID75=2020102122=448=US70450Y1038421=USA15=USD31=000213.48000032=0000000298754=263=064=2020102360=20201021-13:42:34.12347=M440=0295375=ABCD76=WXYZ10=180`
Expand Down Expand Up @@ -221,7 +222,7 @@ This trade represents a trade between a trading entity and an exchange. For exam
| `Locate ID` | `9007` | | `String` | | `O` | Locate ID obtained for a short sale | `123456` |
| `Locate Source` | `9008` | | `String` | | `O` | Firm supplying the locate (usually MPID) | `CLST` |
| `Order ID` | `37` | | `String` | | `O` | Order ID to link all the executions in the average price account | `123456` |
| `Last Liquidity Indicator` | `851` | `1` `2` `3` `4` | `Integer` | | `O` | `1 - Added Liquidity` `2 - Removed Liquidity` `3 - Liquidity Routed Out` `4 - Netted Liquidity` | `1` |
| `Liquidity Indicator` | `9730` | | `String` | | `O` | The liquidity indicator as provided by the exchange to specify what effect an order has had on the liquidity of the book | `A` |

### FIX inbound example message for Exchange Trade
`8=FIX.4.29=25135=849=OMS_CLIENT56=0000913234=12914452=20201021-21:42:3420=09001=E1=10007817=CLIENT_TRADE_ID75=2020102122=448=US70450Y1038421=USA15=USD31=000213.48000032=0000000298754=263=064=2020102360=20201021-13:42:34.12347=R76=ABCD30=NYSE10=180`
Expand Down