[This message was posted by Emma Sullivan of  <[email protected]> to 
the "Derivatives" discussion forum at http://fixprotocol.org/discuss/15. You 
can reply to it on-line at http://fixprotocol.org/discuss/read/21e0fb71 - 
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Hi,

You cancel a multi-leg order using 35=F (as per a new order single) you amend a 
multi-leg order using 35=AC.

Emma

> Hi, Seeking your valuable inputs on using FIX for spread order. As we
> know, NSE India is going to start supporting spread "DAY" order too
> (currently it supports spread IOC only). FIX does supports Multileg
> order ie TAG 35=AB. And in case of cancellation of multileg order the
> TAG 35=AC is being used.
> 
> My question is, whats the value in TAG 35 in case of Multileg order
> modification?
> 
> Your input pertaining to the question and subject is highly
> appreaciated.
> 
> Thanks in advance.
> 
> With kind regards, Vijay


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