Timeline for why is there a cancel/replace message in FIX?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 10, 2015 at 22:03 | comment | added | lehalle | Welcome to quant.exchange Amsh, +1 for your answer | |
| Sep 10, 2015 at 15:39 | comment | added | amsh | I doubt it - very prone for abuse | |
| Sep 10, 2015 at 15:39 | comment | added | LazyCat | yeah, I was curious if there are venues, that allow to increase the quantity without loosing the priority. | |
| Sep 10, 2015 at 15:29 | comment | added | amsh | It depends on what parameters you change, as mentioned above - reducing the quantity will (usually) save your priority. As far as I know, most venues behave this way. For further reading (CME): cmegroup.com/confluence/display/EPICSANDBOX/… | |
| Sep 10, 2015 at 13:43 | comment | added | LazyCat | do you know a venue, that would keep your priority in the book when doing cancel-replace? | |
| Sep 10, 2015 at 7:30 | comment | added | Bob Jansen♦ | Hi amsh, welcome to Quant.SE! | |
| Sep 10, 2015 at 7:04 | review | First posts | |||
| Sep 11, 2015 at 17:37 | |||||
| Sep 10, 2015 at 6:59 | history | answered | amsh | CC BY-SA 3.0 |