All Questions
Tagged with fix market-making
2 questions
0
votes
1
answer
111
views
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 ...
- 1
-2
votes
1
answer
331
views
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.
- 425