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Tagged with fix market-making
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If a market maker wanted to avoid filling option orders from a specific account, what information could they use?
FIX has a few fields that do or could contain identifying information for equity option orders, the “Actionable Identifier” field in particular, although the OCC states here that
“It will not be ...
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FIX engine for very low latency
We are building a new system where latency is key.
Either commercial or opensource, our goal is to have an easy to implement fix engine where low latency is key.
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