Imported from previous forum
[ original email was from Hugh Griffiths - hgriffiths@citisoft.co.uk ]
How do you represent program trades in FIX?
These may be orders for many securities (either direction) for many portfolios.
Is there any way of auctioning a program trade using FIX protocol>
List Order messages exist in FIX, but need work. There will be a working group which will review and revamp the List Order messages. Martin Price from Lehman Brothers will be leading this working group and I would recommend that you and anyone else interested in this topic contact him about how you can get involved. Martin’s email is mprice2@lehman.com.
> How do you represent program trades in FIX?
> These may be orders for many securities (either direction) for many portfolios.
> Is there any way of auctioning a program trade using FIX protocol>
>