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Product LoginMonday, June 29, 2009
Options Technical Update #2009 - 5
Liquidity Flag to be Added to the FIX Interface for XL II Symbols
What you need to know:
- PHLX is modifying the FIX interface to add a liquidity flag to execution messages for PHLX XL II symbols.
- The flag will identify the exchange where an execution took place.
- The flag will be in place for all FIX ports on Tuesday, June 30, 2009, for trading on Wednesday, July 1, 2009.
What is changing?
NASDAQ OMX PHLXSM (PHLX®) is modifying the FIX interface to add a liquidity flag to execution messages for symbols migrated to the PHLX XL II (XL II) system. This new flag (Tag 9882) will identify the exchange where an execution took place.
What are the possible liquidity flag values?
The possible values will be:
- U – Executed on PHLX
- Q – Executed on The NASDAQ Options MarketSM
- B – Executed on Boston Options Exchange (BOX)
- E – Executed on NYSE Amex
- P – Executed on NYSE ARCA
- S – Executed on International Securities Exchange (ISE)
- W – Executed on Chicago Board Options Exchange (CBOE)
When will the new flag be available?
The new flag will be in place for all FIX ports on Tuesday, June 30, 2009, for trading on Wednesday, July 1, 2009. The flag will be present only for executions in symbols trading on the XL II platform.
Where can I find more information?
- Contact the PHLX System Support Group at +1 215 496 1571.
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