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ECNs, Exchanges
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Writing an ECN
Vincent Predoehl / Phoenix Web Group 14 May 2008 3:04PM ET I am a FIXML noob and reading the FIXML reference is a hodgepodge. I'm trying to figure out the flow for a New Order - Single. I found the example flows in Fix-44 Vol. 7, but I still have unanswered questions like how do I set up the FIXML message to send the Trade Data sent back and forth? We're dealing with commodities, so it is possible for a buy to fill several trades.
I've been searching for days and can't find any good tutorial on how to put the FIXMLpieces together. If anyone knows of one of those, that would be the most help of all.
Thanks.
Writing an ECN Vincent Predoehl / Phoenix Web Group 14 May 2008 3:04PM ET |