Marker By order and Market By Price

, ,
1

Imported from previous forum

2

Hi All,

Iam using FIX 5.0SP2 , just wondering if i can make Market By order and Market By Price come in the same Session? i know that users can use TAG[266] = AggregatedBook to specify the book entry should aggregate or not. so if any way to receive both of them?
Also , Can i change the Price level in Market By Price (5 Level) to be more than this level?

Best Regards,

Eng. Jamal M. Alyousef

3

Hi,

Send in two MarketDataRequest, one for Market By Order and one for Market By Price (using different MDReqID(262)).

Can always try to set the MarketDepth(264) to higher value then 5 for the Market By Price request, but it will always depend on how many levels your counter party is supporting.

Best Regards
Peter Eriksson

Hi All,

Iam using FIX 5.0SP2 , just wondering if i can make Market By order and Market By Price come in the same Session? i know that users can use TAG[266] = AggregatedBook to specify the book entry should aggregate or not. so if any way to receive both of them?
Also , Can i change the Price level in Market By Price (5 Level) to be more than this level?

Best Regards,

Eng. Jamal M. Alyousef

4

Hi Peter,

Thanks a lot for you reply and info.

Hi,

Send in two MarketDataRequest, one for Market By Order and one for Market By Price (using different MDReqID(262)).

Can always try to set the MarketDepth(264) to higher value then 5 for the Market By Price request, but it will always depend on how many levels your counter party is supporting.

Best Regards
Peter Eriksson

Hi All,

Iam using FIX 5.0SP2 , just wondering if i can make Market By order and Market By Price come in the same Session? i know that users can use TAG[266] = AggregatedBook to specify the book entry should aggregate or not. so if any way to receive both of them?
Also , Can i change the Price level in Market By Price (5 Level) to be more than this level?

Best Regards,

Eng. Jamal M. Alyousef