[This message was posted by Kent Vogel of Parity Energy, Inc. <[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/872cdb2b - PLEASE DO NOT REPLY BY MAIL.]
Our instruments have defined increments for strikes, prices, and quantity. For example, a symbol might support strikes every .25, prices every .0025, and quantities in increments of 50. We would like to put this information into a FIX4.4 Security List message. I'm looking at Stipulations. There is MINQTY, MININCR, MINDNOM. MINQTY is straigtforward. Does MININCR refer to price or size? What is MINDNOM for? Is there a way to represent strike increment? [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 -~----------~----~----~----~------~----~------~--~---
