quickfix-developers

[Erich <gra...@al...>]

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?
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