In certain markets where market data aggregators fan out the pricing streams provided by price makers to clients, the price maker may assign the clients to certain pricing streams. For example, in the FX markets, where clients may be assigned to different pricing streams based on volume bands and currency pairs.
The various Stream Assignment messages facilitates automating the assignment of clients to specific price streams by the price makers, and allows the price maker to notify the aggregator of these assignments.
This message is used by the aggregator and is sent to the price maker to request stream assignments for one or more clients.
The response to this message is the Stream Assignment Report <35=CD>.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
1497 | String | Unique identifier of the request | ||
1498 | Int Enum | Type of assignment being requested | ||
Component | Assignment requests | |||
Component |