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Date/Time: Sun, 19 May 2024 02:57:42 +0000

Post From: Unable to view exchange traded calendar spreads TT FIX

[2013-08-14 12:54:28] Link To Thread - Link To Post [Go To First Post]
agb1223 - Posts: 33
Hi again, I've had a ticket open with TT for two weeks and they checked through the security definitions and here is what they sent: "The only Security Definition Request (TAG 35 = c) messages fpr spreads (TAG 167 = MLEG or no TAG 167 at all) I see on July 30th were for the CL. They were done twice and in both cases the SecurityExchange (FIX tag 207 was wrong). The SecurityExchange is "CME" (TAG 167 = CME): 30.07.2013 12:10:47.484 \| 1000 \| INFO \| AB0FIX-TT_PRICE/c \| 8=FIX.4.2 9=100 35=c 49=AB0FIX 56=TT_PRICE 34=3 52=20130730-12:04:47.711 320=SD.Find.1 321=3 55=CL 167=MLEG 207=CME 10=162 The SecurityExchange is "F" (TAG 167 = CME-F): 30.07.2013 18:12:27.062 \| 1000 \| INFO \| AB0FIX-TT_PRICE/c \| 8=FIX.4.2 9=106 35=c 49=AB0FIX 56=TT_PRICE 34=40 52=20130730-18:06:27.189 320=SD.Find.7 321=3 55=CL-###### 167=MLEG 207=F 10=094 Also in the second case the contract Symbol is "CL-###### " (TAG 55 = CL-###### ). That is also incorrect. The SecurityExchange probably needs to be "CME-F" (TAG 207 = CME-F) and the Symbol needs to be "CL" (TAG 55 = CL). Please recommend to Sierra Charts that they go through conformance for spreads."