[This message was posted by Magno Yu of Merrill Lynch <[EMAIL PROTECTED]> to
the "Algorithmic Trading" discussion forum at
http://fixprotocol.org/discuss/31. You can reply to it on-line at
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Hi all,
I'm new to FIX... and I just got a quick question..
The Tag PriorityIndicator=638, is it being implemented by all the major
exchanges? I understand the price/time priority rule for cancel/replace.. are
there any specs for each major exchange? I just want to make sure there's no
difference between them... (Of if there is, I would love to know what they
are.. )
Thanks!!!
- Mag
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