[This message was posted by Ryan Pierce (FPL Technical Director) of FIX Protocol Ltd. <[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/b3ab5a00 - PLEASE DO NOT REPLY BY MAIL.]
> You could use Display Instructions to model such orders, i.e. use a > DisplayQty (1138) of zero to make them completely hidden. The fields for > reserve orders are only part of FIX 5.0 and above but there are user- > defined fields for prior versions. Check for DisplayQty (9276) or > DisplaySize (5621, 6066, 9872). Prior FIX versions did have standard fields of MaxFloor(111) and MaxShow (210, introduced in FIX 4.1) which are used for reserve orders. MaxFloor is used if there is one level of reserve, MaxShow is the second level of reserve if there is one.) MaxFloor = 0 could be used for a dark/hidden order in older FIX versions; there's no need to use user-defined fields. [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 -~----------~----~----~----~------~----~------~--~---
