[This message was posted by Oksana Zheliabina of B2BITS <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/22d31592 - PLEASE DO NOT REPLY BY MAIL.]
As far as I know Iceberg orders can be represented in FIX 4.2 using tags MaxFloor(111) and MaxShow(210) - please see Appendix E, "Reserve Quantity" Orders of FIX 4.2 specification. >From FIX 5.0 this can be done more flexibly (i.e. more parameters can be >specified, not only quantity to show) using block <DisplayInstruction>. > How can I identify an 'Iceberg' (Hidden) order and an 'At Best' order > into a FIX message (version 4.2)? What tags and values must be used? > > Thanks in advance [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
