|
ECNs, Exchanges
< Previous Next >
Re: How to send list of trades and Last
Oksana Zheliabina <>
21 May 2008 9:40AM ETRikard,
Thank you a lot for your help.
> Oksana,
>
> that is more problematic using standard messages and values. An
> MDEntryType of "Last Price" / "Exchange Last" / "Trading Session Last"
> or similar would be needed. As you probably noticed, there are
> MDEntryType's of "Trading Session High" etc available - so another one
> for "Last" only complement the picture.
>
> One alternative is to add your own enum. As the datatype is String, that
> should be an allowed option. You could also propose an extension to the
> FIX standard (the Global Exchanges and Markets Committee e.g.).
>
> Another alternative is to add a user-defined message for "statistics".
> Although statistics are somewhat covered in the Market Data messages,
> they are not suitable for all types of statistics. Expanding the FIX
> standard with such a new message is on the Global Exchanges and Markets
> Committee (GEMC) agenda. Many markets send out periodic snapshots of a
> number of statistics, a separate message would, as I see it, be a good
> complement to FIX.
>
>
> Regards
>
> Rikard
Re: How to send list of trades and Last
Oksana Zheliabina 21 May 2008 9:40AM ET
|
