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Discussions > Derivatives > Market on cash close in FIX 4.2

Market on cash close in FIX 4.2

Complete message thread from old site

FIX Trading Community
28 October 2010 4:23pm

[ original email was from John Greenan - john.greenan@alignment-systems.com ]
Hi All,

I have a requirement to send Market on Cash Close futures orders to a brokker using FIX 4.2.

The curreny suggestion is to use 40=6 for these orders and have the broker map to an internal representation that covers MOCC.

Does anyone else have an elegant solution for this that does not require a change in FIX version?

Many thanks.

John