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May 17, 2024 09:48 AM

Aug 13, 2024 03:25 AM

Aug 13, 2024 03:25 AM



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TTsenkov has contributed to 8 posts out of 5677 total posts (0.14%) in 152 days (0.00 posts per day).

20 most recent posts:

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?

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

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?

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?

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?

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?

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?

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.