Imported from previous forum
What’s about rejected message which details
"Double sided entry not support"
How to solve this massquote message to valid?
If your counterparty does not support double sided quotes then you should fill EITHER BidPx/BidSize OR OfferPx/OfferSize but not both sets of fields. You may be able to send the other side in another entry of the same mass quote message but this also depends on the Rules of Engagement with your counterparty.
What’s about rejected message which details
“Double sided entry not support”How to solve this massquote message to valid?