Imported from previous forum
If I wanted to send a collection of ExecutionReport or PositionReport what type would I use to roll them all up?
If I wanted to send a collection of ExecutionReport or PositionReport
what type would I use to roll them all up?
Andre, as far as I know there is no way to send a collection of ERs or PRs in one message. Just send them one by one.
Moreover, even NewOrderList messages have to be replied by with single ER messages.
Cheers, Jörg