Program Trade Size

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Imported from previous forum

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How many names can be part of one list message (Message Type - E)? Can I send a list order with 1000 different names (securities)?
Thanks

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How many names can be part of one list message (Message Type - E)? Can I
send a list order with 1000 different names (securities)? Thanks

Strictly speaking yes you can, but counterparties tend to be limited on the length of message they can receive so you may need to use Fragmentation (many E with same Tag66 and use Tag 68 /73 to notify of the size) of the list to send all of them.