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Re: Last Traded Prices
Ainhoa Dewisme / Reuters
14 Nov 2007 10:31AM ET Thanks Bernt,
I have been following that document "Recommended Practices For Book Management" version 2.00 but could not get my question answered ... I could only find information in Chapter 4, Market Statistics, where it does describe what an update message would contain but could not see in the document whether FIX apps may need to subcribe to this data explicitly in order to receive it. I have may missed it...
Thanks & Regards
Ainhoa
> 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
Re: Last Traded Prices
Ainhoa Dewisme / Reuters 14 Nov 2007 10:31AM ET
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