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Foreign Exchange
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Re: new order list and Multileg Orders
Jay Hurley / Morgan Stanley <>
24 May 2007 8:11AM ETYou mention that an order list which combines single and multi-leg orders is useful for FX. I'd be interested to know more about the business scenarios where you are using this, especially to work out whether the requirement is something specific to FX or has wider applications.
Regards,
Jay
> > Is there an example of a "new order list" (or equivalent) where the
> > list consists of a combination of "new order singles " and "multileg
> > orders"?
> >
> > thanks
>
> My need for a new order list that includes single and multleg orders is
> heating up again.
>
> I am testing with a new order list where I simply include multileg
> orders as needed. For processing I simply look for the leg count. If it
> exists I process the multileg.
>
> This works great for my FX orders.
>
> I am looking for input on this implementation so that I can propose this
> as an enhancement.
>
> Thanks
>
> John
Re: new order list and Multileg Orders
Jay Hurley / Morgan Stanley 24 May 2007 8:11AM ET
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