[This message was posted by Hanno Klein of Deutsche Börse Systems <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/9c5fecb8 - PLEASE DO NOT REPLY BY MAIL.]
Thanks for catching that error, I was apparently somewhere else with my thoughts when writing the post... And yes, MaxFloor and MaxShow can be used for simple reserve orders already in 4.2. The reason I did not mention it is that both fields have been deprecated in FIX 5.0. I would not recommend to introduce new functionality based on fields known to have been deprecated. This makes a later transition to higher versions of FIX harder. If there is a choice I would always try to go for the current representation even within an older version of FIX. MaxFloor was replaced by DisplayQty (1138) and is the main field for reserve orders. MaxShow was replaced by SecondaryDisplayQty (1082) and allows to specify a second quantity to be applied to the visibility of an order on a market other than the primary market. Regards, Hanno. > Block name is "DisplayInstruction" :) > > > As far as I know Iceberg orders can be represented in FIX 4.2 using > > tags MaxFloor(111) and MaxShow(210) - please see Appendix E, "Reserve > > Quantity" Orders of FIX 4.2 specification. > > > > From FIX 5.0 this can be done more flexibly (i.e. more parameters can > > be specified, not only quantity to show) using block > > <DisplayInstruction>. > > > > > > > How can I identify an 'Iceberg' (Hidden) order and an 'At Best' > > > order into a FIX message (version 4.2)? What tags and values must > > > be used? > > > > > > Thanks in advance [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
