[This message was posted by Carfield Yim of JPMorgan Chase <[email protected]> to the "Asia/Pac" discussion forum at http://fixprotocol.org/discuss/18. You can reply to it on-line at http://fixprotocol.org/discuss/read/6d6f35bc - PLEASE DO NOT REPLY BY MAIL.]
> The maximum allowed size of an order in SEHK is 3,000 board lots. If we > send an order > 3,000 board lots, it will be rejected by the exchange. > > What are the common ways to handle SEHK DMA orders > 3,000 board lots? I think usually just reject as according to exchange, if trader like OMS handle this automatically, he should assign it to Algo trading engine. [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 -~----------~----~----~----~------~----~------~--~---
