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ECNs, Exchanges
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re: Book Proposal
Mike Gibb / Credit Suisse First Boston
24 Jul 1998 3:06AM ET> So should we:
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> A. Extend Quote / Quote Request for top of book data only, and develop a separate set of book-related messages for showing market depth, or
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> B. Leave Quote / Quote Request alone, and do both Top of Book and Full Book via a new set of book-related messages.
You could reverse the question: Given that at least one new message will have to be created for subscription-based, asynchronous market information data, could/should a general purpose MarketInfo message (that can hold Top of Book information as well as Market Depth) be used?
Mike.Gibb@CSFB.com (London)
Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 9 Mar 1998 1:24PM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 9 Mar 1998 3:05PM ET re: Book Proposal
Mike Gibb / Credit Suisse First Boston 24 Jul 1998 3:06AM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 24 Jul 1998 11:29AM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 3 Dec 1999 11:09AM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 9 Dec 1999 4:24PM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 4 Jan 2000 3:51PM ET re: Book Proposal Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC 4 Jan 2000 8:48PM ET
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