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Wave-Level Attributes on List Messages
7 Aug 2007 12:36PM ET
Is anyone using the header (not the standard header section, but the part of the message before tag 11) of a new order list message (35=E) to convey list-wide or notional level attributes, such as start time for a wave of orders sent to an engine?
Are there better ways to avoid repeating the same tag on each order?
Similarly, does anyone have any thoughts on how to convey amendments to list-level attributes, i.e. something like a List Cancel / Replace?