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Foreign Exchange
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Re: Forex: OCO (one cancels the other) Orders
Byron Coetzee / Consultant <>
20 Jun 2007 7:32AM ET Hi
We use orderlist (one limit and one stop)
we ack or reject each order (separately)
Internally our systems links them
If either one gets cancelled them the system cancels both parts
If anything is wrong with either order in the order list- then the list get bus mess rejected as a whole and it does not reach the om system
You can use a field (such as 69) to indicate its an "OCO"
hth
Byron
> Hi,
>
> How can we create OCO Orders (such as one for limit & one for stop) by
> using FIX 4.4? Should i use New Order Multileg <AB> message type for
> them? Could I get any sample message?
>
> Thanks for help in advance. TUN
Re: Forex: OCO (one cancels the other) Orders
Byron Coetzee / Consultant 20 Jun 2007 7:32AM ET
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