[This message was posted by Lalin Dias of Millennium Information Technologies <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/8cd5df0d - PLEASE DO NOT REPLY BY MAIL.]
I believe that a New Order – Single is the appropriate message in this particular context. We offer such multi-legged instruments in our trading platform and participants submit orders for them using the New Order – Single message. I believe the same applies for other platforms (e.g. CME). > 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=en.
