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I am trying to create NewOrderList message for 'Basket Order' of 20 Buy - Sell mixed orders.

I want sample NewOrderList message. So i want to ask that a single message contains the details of 20 orders or there will be separate 20 different messages for new order list message.

Also how we get the response Execution message as single execution report message for all 20 basket order or 20 different execution messages.

Could you please give me sample NewOrderList message and execution report messages.

faby
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V.Raval
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  • Hi and welcome to Stack Overflow! We'd like to help you, but unless you add some of your code to the question, we can't figure out what it going wrong or suggest any options for you. Copy and paste just the relevant sections of your code and edit your question to add them... and we can help you out. – Taryn East Jun 12 '14 at 08:02

1 Answers1

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I am Working on the supplied information - a large part of this answer is dependent upon why you want to do this. Are you on the buy side or the sell side? If you are on the buy side, does your counterparty support NewOrderList (NOL)? If so the rules of engagement should contain at least one example NOL or the counterparty should be able to give you some examples. A NOL message can contain all 20 orders, if supported, using repeating groups. A separate execution report will usually be sent for each fill of each order in my experience. I have no NOL messages to hand but could generate them if really required to. More explanation of your circumstances is required to make sure that any messages I give you are of any use.

MD-Tech
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