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  • No : 7450
  • Updated Date : 2019/10/07 09:00
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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.

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