[This message was posted by Dave Arter of EDS <[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/fab44c4a - PLEASE DO NOT REPLY BY MAIL.]
> 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 Check the following link: http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP1/tag35.html Replace C with G.... Here's the 5.01 SP description G = Order Cancel/Replace Request (a.k.a. Order Modification Request) [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 -~----------~----~----~----~------~----~------~--~---
