Imported from previous forum
Now I need support BID and ASK price in Trade Capture Report, as informational fields, my upstream system might give BID/ASK in fraction, eg ”0 5/32”.
I found 132 BidPx/133 OfferPx are good candidate and can be borrowed from other message type(Quote), only problem is both are Price type only allow float format.
Now I have 2 option
- Customize dictionary, add 132 BidPx/133 OfferPx in TCR message, and change their type from Price to String
- Add 2 customized tags
I think String covers float format so option 1 sounds slightly better to me,
Anyone has any comment what recommend best practice would be, or any better idea?
Many thanks.