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General Q/A
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Market Maker Status
Paul Allen / IIROC <>
12 Jun 2009 12:57PM ET Hello
I am currently working on a market regulation feed based on FIX 5.0 SP2. A requirement that recently came to light is the ability to know when a market maker is participating and on what side (bid or offer). Here in Canada market maker participation and on what side can change numerous times throughout the day and our surveillance group needs to know the status for each security.
I'm curious if anyone else has dealt with this, and if so, what message(s)/field(s) they use to convey this information.
Thanks
Market Maker Status
Paul Allen / IIROC 12 Jun 2009 12:57PM ET
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