Hi all,
Is there a user-defined tag (I didn’t find any standard tag) that could be used to provide the priority (timestamp etc.) of an order in 35=8?
Many thanks in advance.
best regards,
laurent
You can use the TrdRegTimestamps repeating group for this as follows:
TrdRegTimestamp(769) = [timestamp or other unique ID for the priority]
TrdRegTimestampType(770) = 8 (Time priority)
It is part of the ExecutionReport(35=8) message.
Thank you. That is very helpfull.