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ECNs, Exchanges
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Last Traded Prices
Ainhoa Dewisme / Reuters
14 Nov 2007 9:34AM ET 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
Last Traded Prices
Ainhoa Dewisme / Reuters 14 Nov 2007 9:34AM ET
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