I have around 1000 records in a file. When generating FIXML,
- Is it that i need to generate 1000 FIXML for each record
- Or, 1 FIXML with all records embedded meaning 1 FIXML which would contains 1000 tradecapturereport?(The message type i am using)
- Or, 1 file with 1000 FIXML. Each FIXML containing only one Tradecapturereport.
Please let me know the FIX standard to generate FIXML for 1000 records
Thanks in advance. You folks are really super helpful