[This message was posted by Scott Holt of Self <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/d0d96a85 - PLEASE DO NOT REPLY BY MAIL.]
Do any of the standard third party testing tools handle multi-leg orders or the parent/child relationships in algo trading? i.e. Can they confirm that an fill for a exchange-side order (that was generated by the algo) is applied to the correct client-side order? -- Scott [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 -~----------~----~----~----~------~----~------~--~---
