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Foreign Exchange
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Effective FX price streaming
Jack Du
16 Feb 2009 11:04AM ET Dear expert,
I am thinking how to achieve an effective FX price streaming. Currently I am using Quote (35=S) in FIX4.2. However each Quote message only contain a single price update (eg. USDJPY Spot price at 91.83/91.86). If I want to consolidate multiple price updates in a single FIX message, what should I do? Should I employ Mass Quote (35=i) or using more updated FIX version?
Grateful if you have any advice or suggestion.
Cheers,
Jack
Effective FX price streaming
Jack Du 16 Feb 2009 11:04AM ET
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