[This message was posted by gary gary of gary <[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/cdba1475 - PLEASE DO NOT REPLY BY MAIL.]
Thanks. So tag 44 (price) and tag 31 (lastPx) should be marked with different value in the case of price improvement. Any there any reference/hints we can find in the FIXimate? As the description of these 2 tags actually don't tell about this usage. Or it is a common practice in the FX market? Thanks for further information. > > A price improvement given in trade is conveyed using Execution Reports in the > following way > LastPx [31] - the price associated with the trade (e.g. 86.8) > LastShares [32] - amount of the last trade to which the lastPx applies > > Note > Price [44] - always echoes back the price of the order (e.g. 87.1) > is the expected price and applies to OrdQty [38] > AvgPx [6] - average price of what has been traded so far > (applies to CumQty [14]) [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.
