Discussion Board
Subject: how to differentiate a book execute on an order?

Add Reply   
Author Messages
Joshua
Posts:1

12/12/2008 12:25 PM Quote Reply Alert 
Greetings,

The ArcaBook Multicast for Equities specification notes that Order Delete messages can be triggered by cancels, expires, an order routed away, or a fill.

But how do you know if it was a fill? Reading through the specification I can't seem to find a way to interpret that a trade occurred...

Any guidance is appreciated.

Add Reply
Forums > Information Products - Datafeeds > ARCABook > how to differentiate a book execute on an order?

Quick Reply
Username:  
Subject:  
Body: