Imported from previous forum
[ original email was from Gary Owen - gowen@csksoftware.com ]
If quoting 2 way prices to an exchange or ECN using 4.2, what message type would be required? (Quote or MassQuote I am assuming). If the 2 way price of the instrument changes, would I be required to cancel the original message or is it possible to just update/amend the original quote with new details thus reducing message traffic?