[This message was posted by Mikael Brannstrom 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/5ca549a4 - PLEASE DO NOT REPLY BY MAIL.]
Thanks Hanno! The race condition in tradeable quotes is what confused me, I couldn't make it work with the standard fields. I also didn't want to add custom fields before understanding the spec. It is ... well, somewhat clearer now :-) > I believe the common practice is to view bid/offer size as the open or > remaining qty, not the total, i.e. different to the semantic of > OrderQty. The custom fields you mention have a different intention, i.e. > "The original buy side quantity of the quote as known to a Firm when > sending a modification request.". It is what the user believes is still > open and covers a potential race condition that does not occur with > OrderQty. If OrigBidSize deviates from the current qty, the Quote is > probably rejected. [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 -~----------~----~----~----~------~----~------~--~---
