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Re: Last Traded Prices
Bernt Sandén / OMX
14 Nov 2007 10:11AM ET

Ainoa,

Please refer to "Book Management, Best Practices" document, posted on the Market Data Optimization Work Group. It gives a lot of best practices for streaming trades.

Regards, Bernt

> Hello,
>
> what is the recommended message workflow to stream last traded prices?
>
> should the FIX client application send a separate Market Data Request to
> receive Last Traded Prices? (this would be my prefered option) Or if the
> FIX client application subscribes for order book or price-depth data for
> a particular security/symbol, last traded prices would be streamed
> within incremental refresh messages?
>
> If the former,I understand that MDEntryType = 2(trade) but what should
> be MarketDepth mandatory) set to?
>
> Thanks and Regards Regards
>
> Ainhoa

Last Traded Prices
Ainhoa Dewisme / Reuters   14 Nov 2007 9:34AM ET

Re: Last Traded Prices
Bernt Sandén / OMX   14 Nov 2007 10:11AM ET

Re: Last Traded Prices
Ainhoa Dewisme / Reuters   14 Nov 2007 10:31AM ET

Re: Last Traded Prices
Rikard Hedberg / OMX   18 Nov 2007 4:27AM ET

Re: Last Traded Prices
Ainhoa Dewisme / Reuters   19 Nov 2007 3:52AM ET