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Date/Time: Wed, 29 Oct 2025 15:18:31 +0000
BuySell
View Count: 2941
| [2015-10-05 09:31:01] |
| vbmithr - Posts: 204 |
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Why not systematically represent buy or sell by using the sign of the quantity field? It seems that there is always the case, when there is a notion of buy or sell, that there is an associated quantity, so the buy_sell field appears useless. |
| [2015-10-06 00:54:45] |
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We have never seen it done this way and it is inconsistent with the FIX protocol.
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| [2015-10-06 07:21:24] |
| vbmithr - Posts: 204 |
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Ok, this just seemed redundant to me.
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