Imported from previous forum
[ original email was from Bhavani Basani - basani_bp@yahoo.com ]
If I’ve applied Post-Trade Spreads on Previously Quoted orders,Which Tag reflects the All-In price in the Execution Report,price(44) / LastPx(31)?
New Order Single message has Base Rate (Tag 44), Trade has been executed at Spreaded Rate, here my question is Tag 44 shows Base Rate or Spread Rate in Execution Report?
Thanks in Advance!