| Reply To Message: |
| Posted By |
n/a on 8/27/2008 6:50:07 PM |
| Subject: |
modify message for arca multicast book |
| Message: |
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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