[This message was posted by Natan Kugel of BGC Partners <[email protected]> to the "5.0 SP2 Feedback" discussion forum at http://fixprotocol.org/discuss/121. You can reply to it on-line at http://fixprotocol.org/discuss/read/7a06a1b3 - PLEASE DO NOT REPLY BY MAIL.]
Dear all: I would like to address the an issue of compatibility of lists and multi leg orders. Further, it may be beneficial to have a simple way of submitting orders as in new order single and at the same time ability to group them for purposes of cancellation. In addition, usage of "New Order List" implies transmission of a large message, which adds risks to a preformance (the message will not be delivered until all packets are delivered). I would like to suggest adding ClOrdLinkID (tag 583) to "Order Mass Cancel Request", Mass ...Status / Cancel Report, Mass ... status request, Mass ... action request etc. This will allow group orders in a custom way (any way a client may wish) without an extra overhead / extra implementation hurdles (e.g. lists) and cancel them in bulk. Please note (existing) implications - a reject of an order, which is a part of a wave / such list is rejected, it does not impact the rest of orders. Results are of each order are provided seperately. Everybody's thoughts are welcomed. Natan [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.
