[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/ace7707e - PLEASE DO NOT REPLY BY MAIL.]
ExecutionReport already has tag 851 LastLiquidityInd. The GTC approved extensions for LSE in SP2 foresee another liquidity indicator on the fill level, i.e. inside <FillsGrp> which will be called FillLiquidityInd. The extension to the TCR was the one that was forgotten rather than the other way around. Regards, Hanno. > Since not every execution venue (or FIX session for live trading) uses > the TradeCaptureReport message, wouldn't it make sense to provide this > feature on Execution report messages as well? > > Thanks! -Joey [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 -~----------~----~----~----~------~----~------~--~---
