[This message was posted by Kingshuk Bandyopadhyay of <[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/e50fc68e - PLEASE DO NOT REPLY BY MAIL.]
> Hi, > > If an order is executed on multiple venues (exchanges,ecn, ...) and if > we want to send only one execution report to the client (not for each > partial), is there a tag to specify this ? Perhaps LastMkt with > particular value ? > > > Regards, Michel. >From FIX 4.3 onwards LastMkt is a ISO defined Market Identifier Code. So >unless you are planning to use a custom value I don't think you can use >LastMkt for this purpose. If you are planning to use ExecutionReport for this what will you send in LastPx, LastQty ? Each partial may have different price and quantity. Maybe Trade Capture Report (35=AE) is a more suitable message for your purpose? [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.
