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EP047 – OMX Market Data

Extends FIX market data for subordinate books, multiple lot types, variable book depth, trading-session events, authorisation, multiple price representations, trade details and customer-versus-principal sizes. It also proposes dedicated structures for market-data events and periodic statistics such as opening, closing, high, low, VWAP, turnover and volume measures.

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EP047 – OMX Market Data
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