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re: Option and Future identification
Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 1 Nov 2001 11:56AM ET > Use TradingSessionID to designate the "divided entity/system".
Another alternate approach could be to use the FIX 4.3 MIC codes instead of Reuters codes.
My understanding is that, like a BIC code, the first part of the MIC code defines the firm, and certain parts of the MIC code are reserved for branches or divisions within a firm. LIFFE could provide distinct MIC codes for each of the three systems you mention.
re: Option and Future identification Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 1 Nov 2001 11:56AM ET |