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Date/Time: Fri, 29 Nov 2024 16:37:39 +0000



Post From: DTC Protocol Example Data Trading Related Messages

[2023-02-03 15:48:01]
User230940 - Posts: 121
Maybe you can tell me how it will look like:

For Example:

Order 100 Lots Long Market $100

It will partially filled:

25 lots will be bought at 100
25 lots will be bought at 101
25 lots will be bought at 102
25 lots will be bought at 101 again

Which message will be send?

Will a message be send for each PARTIALLY_FILLED with the one ServerOrderID and unique ID the LastexecutionOdrerID?


Or which messages will be send through DTC?

thanks