[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/04aaba58 - 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. Thanks, Ryan, for catching my error. I had already extinguished them from my mind. It begs the question why the UDFs were actually introduced by the submitters... [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 -~----------~----~----~----~------~----~------~--~---
