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Hello, If I wanted to develop an exchange for options strategies, so you could buy and sell butterflys, straddles, etc. would I have participants use NewOrderSingle or NewOrderMultileg to trade my instruments? I'm going to return a SecurityList with a separate security for each options strategy I want to make a market for, so all the participant will have to specify is the contract (security id) and the price and the side. It doesn't seem right to have them submit a NewOrderMultileg when they aren't going to be specifying any leg information. Having said that, it doesn't seem entirely correct to refer to a butterfly as a NewOrderSingle. Any help would be appreciated. Regards, [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=.
