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I think my message is a bit of a mess. Paragraphs are your friend. Too bad there is no edit option on this fine message board ;) Let's say you are going to build a trading platform. The instruments will be equity calendar spreads. There will be 6 stocks and for each stock there will be 8 different spreads offered. Now I have 48 instruments, each of which represents a multileg strategy. But I'm going to return to the participants in my market a list of securities like this aapl_buy_jan200_call_sell_dec200_call, etc. So my question is, when I ask participants to place orders in my market, should they send a NewOrderSingle or a NewOrderMultileg? Thanks! [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=.
