[This message was posted by Kent Vogel of Parity Energy, Inc. <[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/4bfb0042 - PLEASE DO NOT REPLY BY MAIL.]
What's the best way to represent an order for a strip of consecutive maturities on an instrument? The strip is quoted and traded with one overall price for the strip. In theory this could be done with a multileg instrument, but that would get very verbose and redundant. Ideally there would be a field like "StripEndMaturityMonthYear", or "StripLength". [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 -~----------~----~----~----~------~----~------~--~---
