/
Appendix F. ID mapping in ITCH to FIX conversion
Appendix F. ID mapping in ITCH to FIX conversion
Values of OrderID, TradeID, MDEntryID fields are encoded from UInt64 to 12-symbol string.
First char in an encoded ID is prefix. Possible prefix values are:
'O' - Order,
'T' - On Book Trade,
'N' - Off Book Trade.
The rest 11 chars represent original ID in Base64 encoding (similar to Base64, but without '=' suffix and based on 62 characters set (10 chars ‘0’-‘9’ + 26 chars ‘A’-‘Z’ + 26 chars ‘a’-‘z’).
, multiple selections available,
Related content
Appendix E. LSE ITCH to FIX Conversion
Appendix E. LSE ITCH to FIX Conversion
More like this
Appendix D. JSE ITCH to FIX Conversion
Appendix D. JSE ITCH to FIX Conversion
More like this
How to update entities stored in History with referenced sequence number
How to update entities stored in History with referenced sequence number
More like this
Reuters Bridge Mapping Table
Reuters Bridge Mapping Table
More like this
ICE Trade Capture Solution DB migration and setup Guide
ICE Trade Capture Solution DB migration and setup Guide
More like this
CME STP Trade Capture to Database
CME STP Trade Capture to Database
More like this