- No : 7450
- Updated Date : 2019/10/07 09:00
-
Print
Which flag can I determine when a buying-up or selling-down occurs on FLEX Standard and FLEX Full?
Which flag can I determine when a buying-up or selling-down occurs on FLEX Standard and FLEX Full?
- Category :
-
Answer
The Quote flag of the Quote information can be used to determine whether Buying-up or Selling-down occurs in FLEX data.
Note that FLEX Standard and FLEX FULL use different setting methods for tags and flags to determine.
- For FLEX Standard
"2:General Quote (Buying-Up or Selling-Down)" is set in the ask quote of quote flag of the Q1 Tag for "Buying-up".
"2:General Quote (Buying-Up or Selling-Down)" is set in the bid quote of quote flag of the Q1 Tag for "Selling-Down".
You can tell that "buying-up or selling-down" is occurring on the opposite side that a quote flag is set.
- For FLEX FULL
In both "Buying-Up" and "Selling-down", "2:General Quote (Buying-Up or Selling-Down) is set in the quote flag of the QB tag and the QS tag. In this case, you can tell that "Buying-Up and Selling-down" is occurring on the opposite side to the highest-priority price that Flag Indicating the Middle of the Book is set.