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Subject:
OpenBook Ultra delta update reason codes
Body:
[quote]Posted By n/a on 08/12/2008 12:00 PM can someone elaborate on what the link IDs are? my understanding is that whenever there is a trade (when the reason code is either X or E), there will be a link ID. but how to I use it to find out the trade size in case of X. how do I find out what multiple events are there? for example, I have this sequence of messages for a stock at price 76.57, how am I going to figure out what trades and/or new order and/or cancel orders have happened? reason code volume ChgQty NumOrders LinkID1 LinkID2 O 200 200 1 X 200 0 2 6593 X 200 0 1 6594 6595 X 200 0 2 6596[/quote]
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