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4.2 Changes
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Price Check
Eva Schmidt
24 Apr 2008 9:37AM ETHi guys,
some exchanges provide a so-called "price check" functionality. That means, if somebody sends a limit order to the market, which, if it would be matched, would lead to price that is too far away from the last traded price and therefore would cause a volatility interuption.
Does anyone know, if this is possible with FIX - anyhow? I didn't found a FIX tag that seems to be suitable and never have heards or read that this feature is supported by FIX ...
Maybe somebody knows it better than me ..?!
Regards,
Eva
Price Check
Eva Schmidt 24 Apr 2008 9:37AM ET
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