In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs.

The Stream Assignment set of messages facilitates the automation of assigning clients to specific price streams by the price makers and allowing the price maker to notify the aggregator of these assignments.

The Stream Assignment Request message is used by the aggregator and sent to the price maker to request stream assignments for one or more clients. The response to this message is the Stream Assignment Report.

The message definition of the StreamAssignmentRequest is:

Stream Assignment Request


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = CC
1497 StreamAsgnReqID Y Unique identifier of the request.
1498 StreamAsgnReqType Y Type of assignment being requested.
Component Block - <StrmAsgnReqGrp> Y Assignment requests
Component Block - <StandardTrailer> Y

Related Messages