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Date/Time: Fri, 29 Nov 2024 14:38:33 +0000
BuySell
View Count: 2840
[2015-10-05 09:31:01] |
vbmithr - Posts: 204 |
Why not systematically represent buy or sell by using the sign of the quantity field? It seems that there is always the case, when there is a notion of buy or sell, that there is an associated quantity, so the buy_sell field appears useless. |
[2015-10-06 00:54:45] |
DTC Engineering - Posts: 320 |
We have never seen it done this way and it is inconsistent with the FIX protocol.
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[2015-10-06 07:21:24] |
vbmithr - Posts: 204 |
Ok, this just seemed redundant to me.
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