Imported from previous forum
For a Spread we get 3*x execution reports 2 Leg Level Execution report
and one spread level. How can we link these 3 execution reports in a
group? Is there any feild which does this?
Note: All Execution reports have unique ExecId and same ClordId
For a Spread we get 3*x execution reports 2 Leg Level Execution report
and one spread level. How can we link these 3 execution reports in a
group? Is there any feild which does this?Note: All Execution reports have unique ExecId and same ClordId
By ClOrdID and LegRefID