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Derivatives
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re: Options, strategies & exchanges
Paul Lindley / LIFFE 14 Apr 1999 11:50AM ETThe SFE already use FIX to enter and price strategy trades by using the
symbol field. See their example of an inter spread contract.
E.g. The symbol used for a XB December 1999 to YB December 1999 volume
ratio
10:31 spread is ‘XBZ9YBZ91031’. Note: Z9 is Dec 1999.
re: Options, strategies & exchanges Paul Lindley / LIFFE 14 Apr 1999 11:50AM ET
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