[Quickfix-developers] Do I have to use MDEntryID?
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From: Erich <gra...@al...> - 2007-12-04 14:48:54
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I am writting a FIX 4.2 market data publisher for an ECN-type platform. We want to report market depth in snapshots followed by incremental refresh messages. The order book is two sided and aggregated, i.e. we do not report individual orders, just the total volume at each price level. The MDEntryID seems unnecessary as every entry will be uniquely identified by the price level and position number. Additionally I am not clear how this would work with the snapshot as this message does not support the MDEntryID field? -- View this message in context: http://www.nabble.com/Do-I-have-to-use-MDEntryID--tf4943472.html#a14151757 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |