[Quickfix-developers] Query on Market Data Incremental refresh
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From: Ananth <ana...@in...> - 2006-09-13 08:50:09
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Hi, As per FIX document "Recommended Practices for Book Management" there are additional fields which are MDPriceLevel Tag No. 1021 and MDBookType Tag No. 1023. These fields are very useful for processing the Market Data Incremental Refresh message. I cannot find these fields in QuickFix FIX44 xml file. Are they custom fields which I need to add in the xml file and respective classes to use them? Or is there any better way? Could anybody help on this issue? Thanks in advance, Ananth |