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

> Is there a (burgeoning) standard mechanism for indicating that an execution has occurred on a dark or lit segment of an integrated book?

No market standard. Using FIX 4.2 some firms will modify tag 30 on exec reports to distinguish.

Personally I think we should see 2 ISO MICS - light and dark - per ex destination....

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