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Introduction

Purpose of this Document


This document is designed to provide clients/vendors with the technical specifications required to connect to the MarketFactory Drop Copy service.

Scope

The scope of this document is limited to defining the FIX messages and values supported by the MarketFactory Drop Copy system.

FIX Version and Session Information

The MarketFactory FIX engine bases its messages on FIX 4.4. This document is intended to complement the published FIX protocol specification, available at www.fixprotocol.org.

Schedule

The drop copy service will reset sequence numbers at the end of the trading week.

Down - 20:00:00 EST/EDT Friday

Up - 05:00:0 EST/EDT Sunday 

Subscription

By default the Drop Copy sessions subscribe on connect.