Discussion Forums

Japanese FIX   < Previous   Next >

Re: Quote types at Osaka Securities Exchange
Steve Cook / www.affine.hk
15 Jun 2007 2:01AM ET

> S - instrument is in sell suspension
> B - instrument is in buy suspension

On OSE I believe these two values indicate a suspension due to imbalance, so you might also want to consider using tag 277 (TradeCondition) values P/Q:

P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)

Steve Cook
Affine
http://www.affine.hk

Quote types at Osaka Securities Exchange
Oliver Herrmann / RTS   15 Jun 2007 1:39AM ET

Re: Quote types at Osaka Securities Exchange
Steve Cook / www.affine.hk   15 Jun 2007 2:01AM ET

Re: Quote types at Osaka Securities Exchange
Sterling Haynes / Algorithmic Trading Management   24 Jan 2008 11:34AM ET