| Reply To Message: |
| Posted By |
n/a on 8/12/2008 12:00:35 PM |
| Subject: |
RE: OpenBook Ultra delta update reason codes |
| Message: |
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 |
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