Imported from previous forum
Is there an ‘official’ mechanism that will allow lot level data to be passed via the FIX protocol? By this I mean if an acount held multiple lots (with differing dates/execution prcies)and wanted to specify which lots should be relieved in a sell transaction, could this be done in a manner complant with a standard FIX protocol or would I have to implement a custom application message? Admittedly this sounds like an odd requirement!
Thanks for any advice.
WL