[This message was posted by Mikael Brännström of Nordic Growth Market <[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/f3582df8 - PLEASE DO NOT REPLY BY MAIL.]
I'm trying to follow the FIX spec (5.0SP2) as far as possible, so I guess that the semantic for the quantity (BidSize, OfferSize) in a quote is "b) remaining quantity". Just to clarify, I'm talking about quote updates from e.g. a market maker to a market place using the Quote or MassQuote message. > 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 > [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 -~----------~----~----~----~------~----~------~--~---
