Imported from previous forum
[ original email was from Guillaume Jamin - guillaume.jamin@gltrade.com ]
Hi All,
I try to manage a new order type "Best Priority Price" provided by KSE.
The functional meaning is quite simple. The order will go on the market as a limit price order with a price defined as the best bid for a buy order or a best ask for sell order.
Do you have an idea how this could be managed under FIX ?
Many Thanks,
Cheers,
Guillaume Jamin