[This message was posted by Raj Medisetty of BoAML <[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/52fbe6fe - PLEASE DO NOT REPLY BY MAIL.]
If OMS is the trading application you are referring, then that makes sense. If it is a one off (client specific), I don't think OMS would readily accept to make the change. But it still could be done at the trading application(application that communicates with appia) layer. > Hi Amrit, > > A typical FIX engine is not supposed to perform any business logic. > Apart from the session management it just propagates application > messages upstream/downstream to OMS/EMS. > > Rounding off Last price/Average price or any such task can be performed > in your OMS. > > Thanks > > Sumit > > > > I want to round off the Last Price and Avg price when it is sent back > > to the client in Execution Report, any suggestions to getting this > > done by a FIX rule? > > > > Need to round it off to 4 decimal places. [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.
