Imported from previous forum
I want to be able to handle complex orders in FIX4.2 and I have a question on the process.
Using the example from Appendix I, on the bottom of page 233, a straddle is defined for trading by sending a Security Definition Request
Message,. Once defined, via receipt of the Security Definition Message, a new New Order - Single Message is used to submit the order to trade the newly-defined security.
Since the Symbol, SymbolSfx and SecurityID fields are not required in the Security Definition (and only the Symbol is required in the New Order - Single,) what field in the New Order - Single identifies the defined security? The only other possibilty might be the SecurityReqID which does not exist in the New Order -Single message.