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Foreign Exchange
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Re: new order list and Multileg Orders
John Falvey
31 May 2007 10:37AM ET We are interfacing an older product with FIX. There is no mechanism in the application for compiling multiple messages into a single trade session. A new order list message was used. One list equals one trade session. A trade session in the application can contain both single and multileg trades. So to add multileg trades via FIX to this application it would be easiest just to have the multileg trades in the list with the singles.
John
> You 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
John Falvey 31 May 2007 10:37AM ET
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