Imported from previous forum
What are possible scenarios of implementing FIX messages on the client side to execute following orders?
-
"Order1"
OCO
"Order2" -
List of: Order1, Order2, Order3…
OCO
"Order2" -
List of: Order1, Order2, Order3…
OCO
List of: OrderN, OrderN+1, OrderN+2…
Any examples of the message structures will be greatly appreciated.