[This message was posted by Jim Northey of The LaSalle Technology Group <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/c4e45db0 - PLEASE DO NOT REPLY BY MAIL.]
We have been recommending the use of MarketData messages to provide streaming quotes from a market outward. A market maker would use quotes and mass quotes to provide quotes into a a market. > Hi > > I'm just wondering what drove the choice for using the MarketData set of > messages to provide streaming rates for FX in FIX5.0 SP2. > > In my experience so far I've noticed that the Quote (message type S) is > frequently used. I realise this is not the most efficient especially > when pricing the same currency pair across multiple volumes - a lot of > data is repeated. I wondered why the MassQuote message was overlooked > (or was it?) as the migration for many of the users I've come across > would be a little more straight forward. > > Thanks for any replies > > pritam [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.
