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Block trade netting via allocations
Viral Tolat / Integral
15 Dec 2005 8:18PM ET

Is it possible to change the direction of a trade (created via allocation) by using a negative alloc qty in the allocation message? For example, this would allow allocating a single buy into multiple buys and sells, not just multiple buys. I didn't see anything in this forum or in the FIX documentation.

Thanks.