[This message was posted by Greg Lee of UBS <[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/0d032b65 - 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? Pretty much all major providers will split this order automatically for the client. Often it's something you can configure to be on or off (off for clients who don't want to risk additional latency in checking this). [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 -~----------~----~----~----~------~----~------~--~---
