[This message was posted by Hanno Klein of Deutsche Börse Systems <hanno.kl...@deutsche-boerse.com> 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/24c608ed - PLEASE DO NOT REPLY BY MAIL.]
You did not say whether you want to hide the actual execution venues or not. FIX 5.0 SP1 or above can bundle multiple executions with different prices into a single ExecutionReport. Bundling then still means to show each of the fills in the repeating group FillsGrp. However, this is only intended for executions within a single match operation on a single execution venue and does not apply to your situation. In general, I would not recommend to hide execution detail if you have it. You would also need to wait for responses from multiple venues prior to sending out the single ExecutionReport reporting on all of the fills. This creates all kinds of issues for failover and recovery. If time is not an issue and you only want to report executions of an order (e.g. at the end of the day), I concur with Mahesh to use TradeCaptureReport instead. If you still want to send a single report for multiple executions across venues, I suggest to define a semantic where you simply omit LastMkt in such cases and send the field with a MIC in the other cases. Regards, Hanno. > 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. [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to fix-proto...@googlegroups.com. To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
