Effective FX price streaming

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Imported from previous forum

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Dear expert,

I am thinking how to achieve an effective FX price streaming. Currently I am using Quote (35=S) in FIX4.2. However each Quote message only contain a single price update (eg. USDJPY Spot price at 91.83/91.86). If I want to consolidate multiple price updates in a single FIX message, what should I do? Should I employ Mass Quote (35=i) or using more updated FIX version?

Grateful if you have any advice or suggestion.

Cheers,
Jack

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The Global FX Committee recommends using FIX 5.0 and later for streaming prices using the Market Data messages. See the Foreign Exchange section of Volume 7 of FIX 5.0, or later, specification.

Dear expert,

I am thinking how to achieve an effective FX price streaming. Currently
I am using Quote (35=S) in FIX4.2. However each Quote message only
contain a single price update (eg. USDJPY Spot price at 91.83/91.86). If
I want to consolidate multiple price updates in a single FIX message,
what should I do? Should I employ Mass Quote (35=i) or using more
updated FIX version?

Grateful if you have any advice or suggestion.

Cheers, Jack