[arrowhead4.0] Which flag can be used to determine the occurrence of buy-up or sell-down quote information on FLEX Standard and Market by Order (MBO)?

Question

Accepted Answer

There are no flag for determining whether a buy-up or sell-down occurs in FLEX Standard and Market by Order (MBO). The features are as follows.

- For FLEX Standard, when a buy-up or sell-down occurs, "2:General Quote (Under transaction)" is set in the quote flag for quote information.

"2:General Quote (Under transaction)" is set in the ask quote of quote flag of the Q1 Tag for buy-up.
"2:General Quote (Under transaction)" is set in the bid quote of quote flag of the Q1 Tag for sell-down.
You can tell that a buy-up or sell-down is occurring on the opposite side that a quote flag is set.

- For MBO, when executions occur during buy-up or sell-down, unlike Standard, multiple executions are distributed in a single message.

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[arrowhead4.0] Which flag can be used to determine the occurrence of buy-up or sell-down quote information on FLEX Standard and Market by Order (MBO)?

Answer