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ECNs, Exchanges
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AvgPrice and CumQty
Natan Kugel / BGC Partners <>
25 Jun 2008 4:15PM ETI would like to know if many exchanges provide support for both AvgPrice and CumQty in execution reports and would it make sense to make these two fields non mandatory for exchanges?
Would it make sense for fast paced systems to loosen this requirement?
How many have gone with a stop gap solution and provide value "Zero" (0)? Is this a norm?
I thank you in advance.
Natan
AvgPrice and CumQty
Natan Kugel / BGC Partners 25 Jun 2008 4:15PM ET
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