[This message was posted by Mohit Sadani of Credit Suisse <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/f8cf0f7d - PLEASE DO NOT REPLY BY MAIL.]
> Has the following come up before and does anyone have views on the > following? > > Amending Algos - Currently I'm fine with a Cancel/Replace mesage being > used to update the regular FIX tags and also being used to update the > parameters of the current algo strategy. > > But should a cancel/replace message allow the replacement of one algo > strategy with another supplied by that broker? By default I'd like to > say yes and stay as flexible as possible but i'm also away that some > brokers have a 'DMA' algo strategy which may involve the amend message > going down a separate pipe to the original algo which could be > problematic. > > Thanks in advance for your help Jim [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 -~----------~----~----~----~------~----~------~--~---
