[This message was posted by Lalin Dias of Millennium Information Technologies <[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/7c41e49e - PLEASE DO NOT REPLY BY MAIL.]
We are currently working on an implementation at an exchange that, like the ISE, may require the dissemination of market orders in the order book in its market data feed. The support for this requirement proposed in the extension would be most helpful. I have two questions in this regard: 1. In terms of the proposed new values for MDEntryType (269), would it be correct to assume that, if the proposal is approved, the values that will be assigned for Market Bid and Market Offer will be “b” and “c” respectively? 2. What is the recommendation for the MDPriceLevel (1023) of market orders? Is there a need to include a MDPriceLevel (1023) for market orders? [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 -~----------~----~----~----~------~----~------~--~---
