[This message was posted by William Ko of Sungard Global Trading <[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/6f3eb32d - 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). Thanks for all of your comments. Do you see any difficulty when manipulating the cancel/amend request for the DMA order which has been sliced by your Algo/SOR into multiple floor orders in this case? [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 -~----------~----~----~----~------~----~------~--~---
