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Re: Dark/Lit Indication on Execution Reports
John Greenan / http://www.alignment-systems.com
17 Jun 2010 1:42PM ET

> Would TradingSessionID (336) be another option?

I've normally seen this used to
(a) allow an exchange to notify sell sides about exchange status
(b) allow a FIX hub like Fidessa Express or Autex notify buy-side clients about if a sell-side connection is up or down, in which case tag 336 will have the sell-side CompID.

such as
2010-06-03 00:10:01,255 INFO - <280 TradingSessionStatus (8=FIX.4.2
9=97
35=h
49=hub
56=buy-side
115=sell-side
34=280
43=N
52=20100602-22:10:00
369=261
336=sell-side
340=3
10=174
)

This in a 35=h message.

Dark/Lit Indication on Execution Reports
Nick Palmer / Ecominds   17 Jun 2010 10:36AM ET

Re: Dark/Lit Indication on Execution Reports
John Greenan / http://www.alignment-systems.com   17 Jun 2010 11:07AM ET

Re: Dark/Lit Indication on Execution Reports
Hanno Klein / Deutsche Börse Systems   17 Jun 2010 11:30AM ET

Re: Dark/Lit Indication on Execution Reports
Lalin Dias / Millennium Information Technologies   17 Jun 2010 1:22PM ET

Re: Dark/Lit Indication on Execution Reports
John Greenan / http://www.alignment-systems.com   17 Jun 2010 1:42PM ET

Re: Dark/Lit Indication on Execution Reports
Hanno Klein / Deutsche Börse Systems   18 Jun 2010 3:33AM ET

Re: Dark/Lit Indication on Execution Reports
Lalin Dias / Millennium Information Technologies   18 Jun 2010 4:50AM ET

Re: Dark/Lit Indication on Execution Reports
Hanno Klein / Deutsche Börse Systems   18 Jun 2010 5:24AM ET

Re: Dark/Lit Indication on Execution Reports
Andrew Bowley / Nomura International Plc   1 Jul 2010 8:58AM ET

Re: Dark/Lit Indication on Execution Reports
Hanno Klein / Deutsche Börse Systems   2 Jul 2010 9:31AM ET

Re: Dark/Lit Indication on Execution Reports
Alexandre Kech   2 Jul 2010 10:30AM ET

Re: Dark/Lit Indication on Execution Reports
Hanno Klein / Deutsche Börse Systems   2 Jul 2010 10:39AM ET