|
Derivatives
< Previous Next >
Re: Option Spread Order - Butterfly/Condor
bobby Jhita / Portware <>
13 Nov 2007 5:25AM ET> I'm looking for and example of a Butterfly and/or Condor Option
> Spread in FIX.
Hi Dave.
Please find attached sample FIX log of as requested.
2005-10-11 15:11:51.253 [32999791] [FIXUAT] (INFO) Receiving : 8=FIX.4.2|9=260|35=D|34=2370|52=20051011-15:11:51|49=FIXUAT|56=BOBBYUAT|50=UAT2|11=201511508|21=2|55=LI|54=1|38=1|40=2|44=1|59=0|60=20051011-15:11:51.098|1=ADAM|100=XLIF|167=MLEG|200=200512|555=2|610=200603|600=LI|608=FXXXXX|623=1|624=2|610=200512|600=LI|608=FXXXXX|623=1|624=1|10=246
555 = 2 No of Legs
600 = Leg symbols
610 - Leg Maturity Month/Year
608 = CF Code
623 = Leg RatioQty
624 = Side 1=Buy 2=Sell like tag 54
Please let me know if you have any more questions.
Regards
Bobby Jhita
Re: Option Spread Order - Butterfly/Condor
bobby Jhita / Portware 13 Nov 2007 5:25AM ET
|
