Imported from previous forum
I am new to FIXML and have not found any examples of how swaps and multi-leg trades are represented.
Can someone piont me in the right direction
Thanks
[ original email was from Matt Simpson - msimpson@cme.com ]
Charles,
Multi-leg trades are discussed in FIX 4.4 Volume 4 on starting on page 115. There are some good process flows that cover a number of different scenarios. The link to the spec is:
http://fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip
I am new to FIXML and have not found any examples of how swaps and multi-
leg trades are represented.Can someone piont me in the right direction
Thanks