[Quickfix-developers] Re porting last volume
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From: Erich <gra...@al...> - 2007-12-04 14:58:24
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I am writing a FIX 4.2 market data publisher for an ECN type application. I would like to report 'last trade' information in the security status messages I send out but I am not sure how to report the quantity for the last trade. The security status message has 'Buy Volume' and 'Sell Volume' fields but these don't seem quite appropriate as we don't distinguish between buy and sell for our last traded info. In fact as it stands the market data publisher app won't have this info, just a price and a quantity. What should I use? -- View this message in context: http://www.nabble.com/Reporting-last-volume-tf4943588.html#a14152171 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |