Imported from previous forum
hi all,
Can anybody please send me the FIX messages generated by the buy-side,sell-side for allocation
eg for
1)allocation request
a) to be calculated on executed price
b) to be calulated average price
2)allocation ack for the above.(1)
3)allocation message -
a) calculated on executed price
b) calulated on average price
4)allocation ack for the above.(3)
5) allocation reject
Thanks in advance
Sheeba Thomas