Imported from previous forum
Can anyone tell me in which of the specs I could find examples of various multi-leg option order messages (for spreads, straddles, etc)? Thanks in advance for your help.
Have a look at FIX 5.0 SP2 Volume 7 - FIX Usage Notes in the section on listed derivatives starting page page 32.
Can anyone tell me in which of the specs I could find examples of various multi-leg option order messages (for spreads, straddles, etc)? Thanks in advance for your help.