[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/efff2da2 - PLEASE DO NOT REPLY BY MAIL.]
What is your semantic of the quantity you send for an update? a) total quote quantity executed b) remaining quantity as a result of the update > When updating a (tradeable) quote, how do I ensure that the volume > (OfferSize and/or BidSize) is not unintentionally increased due to a > trade just before the update. > > Orders have OrderQty which is the original order volume, i.e. OrderQty = > CumQty + LeavesQty. Do quotes have anything similar? [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 -~----------~----~----~----~------~----~------~--~---
