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General Q/A
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Re: Deep Multileg Orders
Mahesh Kumaraguru <>
21 Aug 2010 12:27AM ET I do not think so. Look thru
Version 5.0 Service pack 2 volume 4 (April 2009)
Page 154 of 198
Category: Multileg Orders (Swaps, Option strategies, etc)
There might be some obscure way using user defined non standard methods to do the multileg orders where the legs themselves have legs, but I dont see how this can be done using standard FIX message for New Order Multileg ^35=AB^
> Can I make a NewOrderMultileg wherein the legs themselves have legs?
Re: Deep Multileg Orders
Mahesh Kumaraguru 21 Aug 2010 12:27AM ET
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