[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/5c3d295c - PLEASE DO NOT REPLY BY MAIL.]
NewOrderSingle is not NewOrderMultiLeg, simple as that. FIX 4.2 does not offer a message for the entry of multi-leg orders, FIX 4.3 or later do. So I would use a user-defined message modeled after the NewOrderMultileg of a higher version. This is a lot better than applying structural changes to NewOrderSingle with user defined tags. Do not try to put the multi-leg information into the standard fields of the NewOrderSingle somehow. The semantic of this message just does not offer it. Regards, Hanno. > Hi, > > I have come across a situation where client requires us to support multi > leg orders. This is specifically for derivatives orders. > > My Query: In New single order 35=D (Fix4.2), how can we identify the > various contract description along with their respective QTy, Price and > Side? There could be more than 2 contract order that can be received in > a single new order. > > Appreciate your help in detail Tag description. > > Thanks, Sachin [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
