Hi Team,
We have a scenario where there is a special kind of booking whereby for the multi-listed instruments a trading line is switched to another one. These are bookings that transform the position on the book and depot from one line of stock into the other.
For example, the book holds stock in one trading line, but the position is sold in another trading line
In such case two trades are booked 1)debits the first trading line 3) credits second trading line on the book,
Each trade will have its own instrument reported under the following tag in FIXML
" Instrmt ID=“xxxxxx” Src=“2”> "
However, we would also like to see what instrument are we switching to.
How can we find a fixml Execution Report attribute for this scenario?
Regards
Rahul