[This message was posted by Greg Malatestinic of Jordan & Jordan <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/1eaae2fe - PLEASE DO NOT REPLY BY MAIL.]
> Greetings, > > Does a tool exist that would allow one to parse FIX message logs > (or possibly drop copies) and assemble FINRA OATS reportable files > based on them? > > Is this feasible to do solely based on data provided within the > FIX protocol? > > Anyone tried going this route? > > Any information is much appreciated. > > Thanks, Joshua Yes, it is possible to generate OATS Reportable Order Event (ROE) records from a FIX log provided you know the capacity in which you are operating (agency broker, principal broker, ECN, etc.) This will effect many of the ROE fields. You must also know the values to use for MPID and OSOID. These IDs may be derivable from one of the FIX CompIDs (TargetCompID, SenderCompID, DeleiverToCompID, OnBehalfOfCompID, etc.) If not then the FIX to OATS mapping will need to be parameterized to inject these IDs in thr ROE records. I have found that it is best to develop a customized mapping that can be tailored to the business capacity and needs. -Greg [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
