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Foreign Exchange
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Re: FIX for FX - streaming prices
Karsten Strobaek / Saxo Bank
16 Aug 2005 9:39AM ET> > Is current FIX protocol supporting streaming prices for FX? How's the
> > streaming prices for FX implemented in FIX protocol?
> >
> > Many thanks,
> >
> > Wing
>
> There are several companies that are using FIX in support of their
> streaming executable price products. At this time, all of these are
> using their own definitions and extensions to FIX for streaming. The FIX
> FX Working Group has a team which focused on the requirements for
> streaming prices. Documents pertaining to the work of this team are
> available to members of the working group. I believe that HSBC is a
> member of the working group with the following representatives:
> michael.coffey@us.hsbc.com or kevin@altkb.com (kevin Houstoun). [jack
> lemonik for the FX Working Group]
This is a really old mail thread, but a feel a few comments are in order. The FIX protocol supports streaming FX quotes since version 4.3. There is no need to implement you own hacks, and I do not agree with the claim, that "all of these [companies] are using their own definitions and extensions to FIX for streaming."
Re: FIX for FX - streaming prices
Karsten Strobaek / Saxo Bank 16 Aug 2005 9:39AM ET
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