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Algorithmic Trading
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Tag 848 or 957 repeating groups?
Lee Wright
1 Aug 2007 5:27AM ET Hi,
I need a generic FIX specification to hand to our customers and then map this generic fix spec to various other fix specifications which seem to differ on a broker by broker basis (i.e Some use 6000 series tags, some use 5000 series etc)
I think I should use Tag 847 with 848 containing all the strategy parameters, and use this across all Fix versions 4.0 - 4.4 (actually using 5000 series tags such as 5847 where necessary). However, should I be using the repeating 957-960 groups for Fix v4.4+ ?? Seems like not all Fix engines support repeating groups of tags. This would potentially mean having two Fix formats I need to specify, map, and support. We are not using FIXML.
Any suggestions would be most helpful, many thanks
Lee
Tag 848 or 957 repeating groups?
Lee Wright 1 Aug 2007 5:27AM ET
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@FIXProtocol
