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Japanese FIX
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Re: Quote types at Osaka Securities Exchange
Sterling Haynes / Algorithmic Trading Management <> 24 Jan 2008 11:34AM 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
Steve,
Is this condition the same for TSE ?
Regards,
Sterling
Re: Quote types at Osaka Securities Exchange Sterling Haynes / Algorithmic Trading Management 24 Jan 2008 11:34AM ET
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