[This message was posted by Greg Wood of Credit Suisse <[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/ea4487aa - PLEASE DO NOT REPLY BY MAIL.]
MsgType AC is actually used to ***replace*** a multileg message in FIX 4.3 and later. To cancel a multileg order you would use a regular MsgType F. Regards, - Greg > Hi Sanjay, No, NSE is not yet FIX compliant but its in the verge of > going for it. NSE has now become the FPL member and interestingly, a > senior resource from NSEIL was one of the eminent speakers at FIX > conference held y'day here in Mumbai, India. > > Regards, Vijay > > > > Vijay, Your question seems to indicate that NSE is already supporting > > FIX protocol. I was under the impression that NSE is yet to announce > > support for FIX. Am I wrong ? > > > > - Sanjay > > > > > 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 [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 -~----------~----~----~----~------~----~------~--~---
