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Re: New Order: option strategy with hedge
Andrew Chen / CapitalStar Systems
19 May 2008 1:27PM ET> > I am looking for an example in FIX to represent a new order
> > (MsgType=D) for options with hedge leg. is (MLEG) 167="FMXXS" the
> > correct message to represent the mix of option and underlying legs?
> > how to specify legs such as buterfly with one hedge leg on underlying?
> >
> > Any advices will be greatly appreciated.
> Andrew, The ISE Options Exchange uses the FIX 4.3 New Order - MultiLeg
> MsgType = AB to represent spread orders with up to 5 legs, including
> options butterfly with one Stock leg.
Jon,
Thanks a lot for the reply.
I was wondering if you can post a sample log message with the example you just mentioned. This will greatly help me understand how a real message looks like for option strategy with hedge legs.
Re: New Order: option strategy with hedge
Andrew Chen / CapitalStar Systems 19 May 2008 1:27PM ET
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