Imported from previous forum
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
MultilegReportingType appears twice in the trade capture message - once at the main level and then again within the sides repeating group.
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Looks like we might need a SideMultilegReportingType - for the case that a leg of a multileg instrument, such as an options strategy, trades against the same instrument being traded as a single instrument by the counterparty.
> MultilegReportingType appears twice in the trade capture message - once at the main level and then again within the sides repeating group.
>
[ original email was from Kevin Houstoun - kevin.houstoun@ssmb.com ]
This issue has been assigned ID PC20030411_11 and will be discussed by the Global Technical Committee
> Looks like we might need a SideMultilegReportingType - for the case that a leg of a multileg instrument, such as an options strategy, trades against the same instrument being traded as a single instrument by the counterparty.
>
>
> > MultilegReportingType appears twice in the trade capture message - once at the main level and then again within the sides repeating group.
> >
>