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ECNs, Exchanges
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Re: Identifying Crossing/Internalization executions
John Greenan / http://www.alignment-systems.com 16 Aug 2010 2:29AM ET Have a look at this thread:
http://fixprotocol.org/discuss/read/2699f351
There is no standard, many firms uses modified ISO MICs but it's messy.
> hi,
>
> How do people identify ExecutionReport fills as having been done in internalization/Dark Pools? Is there a standard value for tag 30 or is there another industry standard?
>
> thanks,
>
> James
Re: Identifying Crossing/Internalization executions John Greenan / http://www.alignment-systems.com 16 Aug 2010 2:29AM ET |