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ming (guest)
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| 08/27/2008 6:50 PM |
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Does the volume(share) field for modify message indicate the canceled shares for THE order reference, or the absolute updated shares for THE order reference? e.g. if there's a previous add message (assume it has order reference id01) which add 100 shares to symbol blah, and the feeds sends an modify message to modify id01 with shares 70, what is the remaining shares for order id01? 30 or 70?
this is a simple question for the modify message, but I need a 100% sure answer. Its kind of urgent. So I really appreciate your thought. thanks. |
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Verona
Posts:48
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| 09/04/2008 12:35 PM |
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The volume fields indicates the new absolute updated shares for that order.
e.g. if there's a previous add message (assume it has order reference id01) which add 100 shares to symbol xyz, and the feeds sends an modify message to modify id01 with shares 70, what is the remaining shares for order id01? 30 or 70?
The remaining shares will be 70. |
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Verona
Posts:48
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| 09/04/2008 12:36 PM |
Quote
Reply
Alert
|
The volume fields indicates the new absolute updated shares for that order.
e.g. if there's a previous add message (assume it has order reference id01) which add 100 shares to symbol xyz, and the feeds sends an modify message to modify id01 with shares 70, what is the remaining shares for order id01? 30 or 70?
The remaining shares will be 70. |
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