Re: [Quickfix-developers] Conforming with the CME
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From: Oren M. <or...@qu...> - 2004-09-10 14:36:59
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Yes. But I think the issue at hand is what they do, not what they=20 should do. It's not the first non-standard behavior we've had to work=20= around, though probably the oddest. --oren On Sep 10, 2004, at 9:27 AM, Joerg Thoennes wrote: > Oren Miller wrote: >> Timothy Yates wrote: > > >>> I believe for iTOPS orders the SenderCompID can change. >>> This is described in the Ilink 2.0 developer guide under 'Trading >>> on Behalf of a Client'. Essentially, part of the SenderCompID is a >>> firm identifier. When you trade on behalf of another client you >>> have to change this. > > >> So you can't just use a SenderSubID? > > How about FIX 4.2 fields OnBehalfOfCompID and DeliverToCompID? There=20= > are a plenty of fields for Order routing in FIX. CME should takes=20 > these fields instead of inventing a new mechanism. > > Cheers, J=F6rg > > --=20 > Joerg Thoennes > http://macd.com > Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH > Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen > |