Imported from previous forum
[ original email was from Kevin Kirby - kkirby@eccoware.com ]
Hi,
I am new to the FIX protocol and I am wondering how to specify a Calendar Spread for example FDAX SEP01 DEC01.
Looking at the component block I would be able to specify the FDAX part but not both of the individual legs.
As I am able to enter this into Eurex in this case as a single entity and I would be able to see prices as a single entity, how do I fit this into a Instrument Component block ?
Or would I have to agree a format with my counter party when passing this information on to him ?
Regards
Kevin Kirby
email : kkirby@eccoware.com