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Foreign Exchange
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Re: new order list and Multileg Orders
John Falvey
14 May 2007 4:27PM ET > 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 14 May 2007 4:27PM ET
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