|
ECNs, Exchanges
< Previous Next >
How to send list of trades and Last
Oksana Zheliabina <>
13 May 2008 12:56PM ET Dear All,
Could you please help me with the following question about subscription for market data?
We need to publish trade statistics (Last, High, Low, Open, Close) and list of trades for current trading day.
We use Market Data messages (FIX 4.4), and as far as I understand MDEntryType(269) = '2' (Trade) should be used to send Last.
However, it looks like MDEntryType(269) = '2' (Trade) should also be used to send information about one trade.
So how can these two entries can be differentiated by client?
Thank you in advance.
How to send list of trades and Last
Oksana Zheliabina 13 May 2008 12:56PM ET
|
