Hi,
Here is Level 2/Orderbook FIX example data from CME, for Corn futures:
ftp://ftp.cmegroup.com/datamine_sample_data/md/mdff_cbt_20130714-20130715_7813_0.zip
Can someone tell me what FIX tag should this be ordered in, so that it can be used to re-simulate the trading activity for corn futures that day? I thought it was 52, but CME are saying tag 75 and then tag 83??
Here is Level 2/Orderbook FIX example data from CME, for Corn futures:
ftp://ftp.cmegroup.com/datamine_sample_data/md/mdff_cbt_20130714-20130715_7813_0.zip
Can someone tell me what FIX tag should this be ordered in, so that it can be used to re-simulate the trading activity for corn futures that day? I thought it was 52, but CME are saying tag 75 and then tag 83??