More than 1 ticker in 1 FIX message

, ,
1

Imported from previous forum

2

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.

3

Hi Vidha,

In addition of Symbol (55), you can use SecurityID (48). Is it what you search for?

Xavier.

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.

4

Hi Xavier,

Thanks for your reply.Actually I am looking for atleast two different tickers in one message.As far as I understand, tag 48 & Tag 55 both will have the same values.Our intent is to receive a multi legged order in a single order.

Thanks,
Vidha

Hi Vidha,

In addition of Symbol (55), you can use SecurityID (48). Is it what you search for?

Xavier.

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.

5

Hi Vidha,

In FIX 4.2, you are supposed to send first a SecurityDefinitionRequest (35=c) with NoRelatedSym (146) to define your strategy and to get back its symbol. Then you can send a single order by specifying this symbol.

Since FIX 4.3, there is a NewOrderMultileg (35=AB) to send an order with the leg definition.

Regards,
Xavier.

Hi Xavier,

Thanks for your reply.Actually I am looking for atleast two different tickers in one message.As far as I understand, tag 48 & Tag 55 both will have the same values.Our intent is to receive a multi legged order in a single order.

Thanks,
Vidha

Hi Vidha,

In addition of Symbol (55), you can use SecurityID (48). Is it what you search for?

Xavier.

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.

6

Hi Xavier,

Thanks a lot for the info.Here I would also like to know whether a NewOrderMultileg in FIX 4.3 (35=AB) , means a standard listed multilegged instrument or does the user gets the liberty to combine any two/three etc random instruments to form a multilegged order.

Thanks,
Vidha

Hi Vidha,

In FIX 4.2, you are supposed to send first a SecurityDefinitionRequest (35=c) with NoRelatedSym (146) to define your strategy and to get back its symbol. Then you can send a single order by specifying this symbol.

Since FIX 4.3, there is a NewOrderMultileg (35=AB) to send an order with the leg definition.

Regards,
Xavier.

Hi Xavier,

Thanks for your reply.Actually I am looking for atleast two different tickers in one message.As far as I understand, tag 48 & Tag 55 both will have the same values.Our intent is to receive a multi legged order in a single order.

Thanks,
Vidha

Hi Vidha,

In addition of Symbol (55), you can use SecurityID (48). Is it what you search for?

Xavier.

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.

7

You can define the strategy you want (if the counterpart is able to handle it, of course).

For each leg, the following fields are usually specified: LegSymbol (600), LegRatioQty (623) and LegSide (624). If you specify the underlying symbol (instead of a future/option symbol) into LegSymbol, you may need to specify in addition LegCFICode (608), LegMaturityDate (611) and LegStrikePrice (612).

Hi Xavier,

Thanks a lot for the info.Here I would also like to know whether a NewOrderMultileg in FIX 4.3 (35=AB) , means a standard listed multilegged instrument or does the user gets the liberty to combine any two/three etc random instruments to form a multilegged order.

Thanks,
Vidha

Hi Vidha,

In FIX 4.2, you are supposed to send first a SecurityDefinitionRequest (35=c) with NoRelatedSym (146) to define your strategy and to get back its symbol. Then you can send a single order by specifying this symbol.

Since FIX 4.3, there is a NewOrderMultileg (35=AB) to send an order with the leg definition.

Regards,
Xavier.

Hi Xavier,

Thanks for your reply.Actually I am looking for atleast two different tickers in one message.As far as I understand, tag 48 & Tag 55 both will have the same values.Our intent is to receive a multi legged order in a single order.

Thanks,
Vidha

Hi Vidha,

In addition of Symbol (55), you can use SecurityID (48). Is it what you search for?

Xavier.

Hi,

We are using FIX 4.2 .Can anyone please tell me if it is possible to send more than 1 ticker in 1 FIX message( say an New Order Request i.e. 35=D).Getting the 2nd ticker in any custom field will also serve our purpose.