Imported from previous forum
Hey all, I am just starting to look into list orders for my company. So far we’ve been working marvelously with New Order Singles, but a new customer is asking to be able to use Lists. When I look at the spec it talks about the fields and message types needed for list processing, but doesn’t really get into how to use them.
I take it that the first message sent is a MsgType=E (NewOrderList), but am not sure how I would lay out the message string so that the recipient would be sure to know that these here fields go with this here list item number. Is it as easy as first setting down the ListSeqNo for the current order, followed by OrderType, OrderQty, Side, and Symbol (and whatever else) and then the next ListSeqNo, followed by that order’s stuff, etc. or is there something else I should know about?
Better yet, is there anywhere where the layout of a new order list message is actually documented? As I said before, the spec isn’t very informative about the particulars of layout.