# Usage of FIX for spread order

**URL:** <https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616>\
**Category:** General Q&A\
**Tags:** imported, derivatives, xid\_168694\
**Created:** [June 30, 2009, 2:36pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616 "2009-06-30T14:36:22Z")\
**Posts on this page:** 7\
**Page:** 1

<div class="post-metadata">

**Author:** ![vijayhonnunga\_x](https://avatars.discourse-cdn.com/v4/letter/v/bb73d2/32.png) [@vijayhonnunga\_x](https://forum.fixtrading.org/u/vijayhonnunga_x)\
**Post date:** [June 30, 2009, 2:36pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/1 "2009-06-30T14:36:22Z")

</div>

Imported from previous forum

---

<div class="post-metadata">

**Author:** ![vijayhonnunga\_x](https://avatars.discourse-cdn.com/v4/letter/v/bb73d2/32.png) [@vijayhonnunga\_x](https://forum.fixtrading.org/u/vijayhonnunga_x)\
**Post date:** [June 30, 2009, 2:36pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/2 "2009-06-30T14:36:22Z")

</div>

Hi,  
Seeking your valuable inputs on using FIX for spread order. As we know, NSE India is going to start supporting spread “DAY” order too (currently it supports spread IOC only). FIX does supports Multileg order ie TAG 35=AB. And in case of cancellation of multileg order the TAG 35=AC is being used.

My question is, whats the value in TAG 35 in case of Multileg order modification?

Your input pertaining to the question and subject is highly appreaciated.

Thanks in advance.

With kind regards,  
Vijay

---

<div class="post-metadata">

**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [June 30, 2009, 2:45pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/3 "2009-06-30T14:45:50Z")

</div>

[original email was from Emma Sullivan - [emma.sullivan@patsystems.com](mailto:emma.sullivan@patsystems.com) ]  
Hi,

You cancel a multi-leg order using 35=F (as per a new order single) you amend a multi-leg order using 35=AC.

Emma

> Hi, Seeking your valuable inputs on using FIX for spread order. As we  
> know, NSE India is going to start supporting spread “DAY” order too  
> (currently it supports spread IOC only). FIX does supports Multileg  
> order ie TAG 35=AB. And in case of cancellation of multileg order the  
> TAG 35=AC is being used.
> 
> My question is, whats the value in TAG 35 in case of Multileg order  
> modification?
> 
> Your input pertaining to the question and subject is highly  
> appreaciated.
> 
> Thanks in advance.
> 
> With kind regards, Vijay

---

<div class="post-metadata">

**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [June 30, 2009, 2:53pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/4 "2009-06-30T14:53:41Z")

</div>

[original email was from Dave Arter - [dave.arter@eds.com](mailto:dave.arter@eds.com) ]  
\> Hi, Seeking your valuable inputs on using FIX for spread order. As we

> know, NSE India is going to start supporting spread “DAY” order too  
> (currently it supports spread IOC only). FIX does supports Multileg  
> order ie TAG 35=AB. And in case of cancellation of multileg order the  
> TAG 35=AC is being used.
> 
> My question is, whats the value in TAG 35 in case of Multileg order  
> modification?
> 
> Your input pertaining to the question and subject is highly  
> appreaciated.
> 
> Thanks in advance.
> 
> With kind regards, Vijay

Check the following link: [http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP1/tag35.html](http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP1/tag35.html)

Replace C with G…

Here’s the 5.01 SP description

G = Order Cancel/Replace Request (a.k.a. Order Modification Request)

---

<div class="post-metadata">

**Author:** ![sanjaydas\_x](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/sanjaydas_x/32/58_2.png) [@sanjaydas\_x](https://forum.fixtrading.org/u/sanjaydas_x)\
**Post date:** [October 29, 2009, 4:03pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/5 "2009-10-29T16:03:29Z")

</div>

Vijay, Your question seems to indicate that NSE is already supporting FIX protocol. I was under the impression that NSE is yet to announce support for FIX. Am I wrong ?

- Sanjay

> Hi, Seeking your valuable inputs on using FIX for spread order. As we  
> know, NSE India is going to start supporting spread “DAY” order too  
> (currently it supports spread IOC only). FIX does supports Multileg  
> order ie TAG 35=AB. And in case of cancellation of multileg order the  
> TAG 35=AC is being used.
> 
> My question is, whats the value in TAG 35 in case of Multileg order  
> modification?
> 
> Your input pertaining to the question and subject is highly  
> appreaciated.
> 
> Thanks in advance.
> 
> With kind regards, Vijay

---

<div class="post-metadata">

**Author:** ![vijayhonnunga\_x](https://avatars.discourse-cdn.com/v4/letter/v/bb73d2/32.png) [@vijayhonnunga\_x](https://forum.fixtrading.org/u/vijayhonnunga_x)\
**Post date:** [October 30, 2009, 3:25am UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/6 "2009-10-30T03:25:49Z")

</div>

Hi Sanjay,  
No, NSE is not yet FIX compliant but its in the verge of going for it. NSE has now become the FPL member and interestingly, a senior resource from NSEIL was one of the eminent speakers at FIX conference held y’day here in Mumbai, India.

Regards,  
Vijay

> Vijay, Your question seems to indicate that NSE is already supporting  
> FIX protocol. I was under the impression that NSE is yet to announce  
> support for FIX. Am I wrong ?
> 
> - Sanjay
> 
> > Hi, Seeking your valuable inputs on using FIX for spread order. As we  
> > know, NSE India is going to start supporting spread “DAY” order too  
> > (currently it supports spread IOC only). FIX does supports Multileg  
> > order ie TAG 35=AB. And in case of cancellation of multileg order the  
> > TAG 35=AC is being used.
> > 
> > My question is, whats the value in TAG 35 in case of Multileg order  
> > modification?
> > 
> > Your input pertaining to the question and subject is highly  
> > appreaciated.
> > 
> > Thanks in advance.
> > 
> > With kind regards, Vijay

---

<div class="post-metadata">

**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [November 1, 2009, 7:02pm UTC](https://forum.fixtrading.org/t/usage-of-fix-for-spread-order/12616/7 "2009-11-01T19:02:34Z")

</div>

[original email was from Greg Wood - [gregjwood@hotmail.com](mailto:gregjwood@hotmail.com) ]  
MsgType AC is actually used to _ **replace** _ a multileg message in FIX 4.3 and later. To cancel a multileg order you would use a regular MsgType F.

Regards,

- Greg

> Hi Sanjay, No, NSE is not yet FIX compliant but its in the verge of  
> going for it. NSE has now become the FPL member and interestingly, a  
> senior resource from NSEIL was one of the eminent speakers at FIX  
> conference held y’day here in Mumbai, India.
> 
> Regards, Vijay
> 
> > Vijay, Your question seems to indicate that NSE is already supporting  
> > FIX protocol. I was under the impression that NSE is yet to announce  
> > support for FIX. Am I wrong ?
> > 
> > - Sanjay
> > 
> > > Hi, Seeking your valuable inputs on using FIX for spread order. As  
> > > we know, NSE India is going to start supporting spread “DAY” order  
> > > too (currently it supports spread IOC only). FIX does supports  
> > > Multileg order ie TAG 35=AB. And in case of cancellation of multileg  
> > > order the TAG 35=AC is being used.
> > > 
> > > My question is, whats the value in TAG 35 in case of Multileg order  
> > > modification?
> > > 
> > > Your input pertaining to the question and subject is highly  
> > > appreaciated.
> > > 
> > > Thanks in advance.
> > > 
> > > With kind regards, Vijay
