FIX Support » How to determine which message is for expiration and which is for liquidation Aug 13, 2024 @ 03:25 AM (Total replies: 8) | |||||
Hello, any update? |
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FIX Support » How to determine which message is for expiration and which is for liquidation Aug 12, 2024 @ 11:06 AM (Total replies: 8) | |||||
Thanks for examples. 325 tag is sent for both: for expiration and for liquidation. But how to know is message expiration or liquidation? They look similar |
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FIX Support » How to determine which message is for expiration and which is for liquidation Aug 07, 2024 @ 09:57 AM (Total replies: 8) | |||||
How to determine that execution report is about liquidation? Does any tag contain information about it? |
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FIX Support » How to determine which message is for expiration and which is for liquidation Aug 07, 2024 @ 05:57 AM (Total replies: 8) | |||||
We expect to receive two types of messages: expiration and liquidation. Upon receiving an expiration message, we will close the futures position on our end. Upon receiving a liquidation message, we will perform other actions on our side. How can we determine which message is for expiration and which is for liquidation? |
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FIX Support » fill price on Test environment Jul 25, 2024 @ 09:28 AM (Total replies: 2) | |||||
could you please describe precisely about price format used in FIX/trading platform (or provide link to some docs about it) and provide some examples with differencies? |
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FIX Support » fill price on Test environment Jul 24, 2024 @ 01:42 AM (Total replies: 2) | |||||
Hi! I traded ZCU24 and got fill with price ~4 on Test connection, while price for it is ~400 on https://www.cmegroup.com/markets/agriculture/grains/corn.settlements.html. While other futures for example ESU24 was filed with price near to real one (~5500). Does fill price for ZCU24 differ so much from market due to it's test enviroment or I missed something? |
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FIX Support » OrderId in ST4 files Jul 23, 2024 @ 07:54 AM (Total replies: 1) | |||||
Does CSVST4F1 file contains OrderID (37) or ClOrdID (11) of orders sent via FIX? |
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FIX Support » Settlement report Jul 04, 2024 @ 06:14 AM (Total replies: 1) | |||||
Hey. Is it possible to receive multiple settlement reports for expired futures position? For example, there is a future position of 10 and 2 settlement reports are sent with 5 quantities after future expiration date. |