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Japanese FIX
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Quote types at Osaka Securities Exchange
Oliver Herrmann / RTS
15 Jun 2007 1:39AM ETHello,
the Osaka Securities Exchange is publishing the following quote types in a market data message:
I - normal quote
S - instrument is in sell suspension
B - instrument is in buy suspension
H - after closing quote
Y - Itayose quote (determining open/close price)
* - planned execution price quote
U - sell caution quote
K - buy caution quote
Is there already a representation for these types in FIX?
If not I think tag 276 (QuoteCondition) could be used, but a few new enumeration values are needed.
Oliver
Quote types at Osaka Securities Exchange
Oliver Herrmann / RTS 15 Jun 2007 1:39AM ET
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