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Foreign Exchange
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Re: Price banding Market Data
Rutie Zhou / Bear, Stearns & Co.
5 Feb 2007 5:01PM ET> We plan to implement price banding in our streaming MarketData, meaning
> that we will have different spread depending on amount. The way we
> currently think we'll implement it is to send several marketData entries
> in a marketData Msg, each entry describing the bid or offer of its band.
>
> I simply wonder if anybody has any experiences in this area?
Do you support the case when a client is only interested in certain band, if yes, how do you specify in the marketdata request the band the client is interested in?
Re: Price banding Market Data
Rutie Zhou / Bear, Stearns & Co. 5 Feb 2007 5:01PM ET
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