[This message was posted by Andrei Goldchleger of Bolsa de Mercadorias & Futuros <[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/7efb0865 - PLEASE DO NOT REPLY BY MAIL.]
Thanks Hanno, The only problem is that I might end up coming with multiple logical streams data on a single Incremental message, and MDFeedType is a root level field. This is why I am considering MDStreamID. > Andrei, > > I would look into MDFeedType as a generic means to distinguish logical > streams that might be on the same physical stream (multicast address). > Tag 1683 MDSubFeedType has been added with Extension Pack EP106 to offer > further granularity. You could simply define MDFeedType values M/E/O for > main, ex-pit and OTC. The data recipients can then easily determine to > what kind of data the statistics apply. > > Regards, Hanno. > > > Hi there, > > > > I need to publish Market Data events on a given instrument, but the > > events might take place on different "trading channels" (e.g. main > > electronic trading system, ex-pit, OTC). Thus, I might end up > > publishing the same statistics (High, Low, VWAP, etc) multiple times > > for each channel. In order to avoid spurious overwriting between > > channels, I need some kind of "channel qualifier" for the market data > > item. I found MDStreamID (1500) on the market data messages, but from > > the field description I can't be sure if this is the use case for it. > > > > Any thoughts on this? > > > > Thanks, > > > > Andrei Goldchleger [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.
