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New Order: option strategy with hedge
Andrew Chen / CapitalStar Systems
17 May 2008 9:22PM 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.

New Order: option strategy with hedge
Andrew Chen / CapitalStar Systems   17 May 2008 9:22PM ET

Re: New Order: option strategy with hedge
Jon Nadel / International Securities Exchange   19 May 2008 9:07AM ET

Re: New Order: option strategy with hedge
Andrew Chen / CapitalStar Systems   19 May 2008 1:27PM ET