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Re: New Order: option strategy with hedge
Jon Nadel / International Securities Exchange
19 May 2008 9:07AM ET> I am looking for an example in FIX to represent a new order (MsgType=D)
> for options with hedge leg. is (MLEG) 167="FMXXS" the correct message to
> represent the mix of option and underlying legs? how to specify legs
> such as buterfly with one hedge leg on underlying?
>
> Any advices will be greatly appreciated.
Andrew, The ISE Options Exchange uses the FIX 4.3 New Order - MultiLeg MsgType = AB to represent spread orders with up to 5 legs, including options butterfly with one Stock leg.
Re: New Order: option strategy with hedge
Jon Nadel / International Securities Exchange 19 May 2008 9:07AM ET
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