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Re: Effective FX price streaming
Lisa Taikitsadaporn / Brook Path Partners, Inc. <>
16 Feb 2009 2:18PM ET

The Global FX Committee recommends using FIX 5.0 and later for streaming prices using the Market Data messages. See the Foreign Exchange section of Volume 7 of FIX 5.0, or later, specification.

> 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

Re: Effective FX price streaming
Lisa Taikitsadaporn / Brook Path Partners, Inc.   16 Feb 2009 2:18PM ET