Summary
In this chapter we introduced several concepts regarding orders and market data. We also looked at how to model orders and market data in F# using some of the information available from the FIX 4.2 standard to guide us. It's good to have an overview of these facts while working with quantitative finance, especially when dealing with algorithmic trading.
The results from this chapter will be used when we start to set up the trading system, which we'll start doing in the next chapter. We'll also look at how to implement test cases for the validation code provided in this chapter.
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