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Algorithmic Trading
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Re: FIX Algorithmic Schema - Date/Time fields
Steve Cook / www.affine.hk 11 Apr 2007 2:00AM ET > However, as Zoltan just noted, our recent train of thought is to
> depricate this attribute and support only the standard FIX date and
> time formats.
I agree it would be preferable to stick to existing FIX standards where we can. In a similar vein, I noticed there was some discussion of START_DAY and END_DAY indicators, and wonder whether it would make more sense to use the existing tag 59=TimeInForce eg. "At the Opening" and "At the close" values?
cheers
Steve
http://www.affine.hk
Re: FIX Algorithmic Schema - Date/Time fields Steve Cook / www.affine.hk 11 Apr 2007 2:00AM ET |