[This message was posted by Christopher Hite of RTS Group <[email protected]> to the "4.4 Changes" discussion forum at http://fixprotocol.org/discuss/17. You can reply to it on-line at http://fixprotocol.org/discuss/read/861839be - PLEASE DO NOT REPLY BY MAIL.]
TotalVolumeTraded(387) disapears 4.3->4.4. It isn't listed as deprecated; there's no remark in Fix-44_FIXML_MigrationGuide_20030618.pdf; It just goes away without a trace. We have a theory that the total volume of an instrument in a day (or session) shall be sent in MDEntrySize(271) of an MDEntry with MDEntryType(269) = TradeVolume(B). One might think TradeVolume(B) is for sending the last trade's volume, but "MDOWG_Book_Mgt v20.doc" clearly shows that last volume is to be sent in the same MDEntry as last price with MDEntryType(269) = Trade(2). Unfortunately we were unable to find any documentation to confirm our theory. MDEntryType(269)'s values could be documented better. [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 -~----------~----~----~----~------~----~------~--~---
