I’ve scoured the internet and the FIX documentation but have come up empty. Does anyone know if I send a NewOrderMultileg that contains 1 (one) stock leg and 2 (two) option legs. Do I need to provide LegRatioQty on the single stock leg?
This is not a FIX question but rather a functional one and I believe you need to provide on, either implicitly (e.g. “always 1” or explicitly. FIX does not require you to populate the field, i.e. this is left to the Rules of Engagement. Here are two links to CME and Eurex documentation for leg ratio use cases which may help.
https://www.cmegroup.com/confluence/display/EPICSANDBOX/UDS+-+Defining+Leg+Ratio+Quantities
http://www.eurexchange.com/exchange-en/technology/t7/system-documentation/release6
Download/open “Functional Reference v.6.0.1” (part of Overview and Functionality)