Imported from previous forum
Hello,
the Osaka Securities Exchange is publishing the following quote types in a market data message:
I - normal quote
S - instrument is in sell suspension
B - instrument is in buy suspension
H - after closing quote
Y - Itayose quote (determining open/close price)
-
- planned execution price quote
U - sell caution quote
K - buy caution quote
- planned execution price quote
Is there already a representation for these types in FIX?
If not I think tag 276 (QuoteCondition) could be used, but a few new enumeration values are needed.
Oliver