[Quickfix-developers] MultiLegReportingType Query

[Parag T. <tri...@gm...>]

 Hello,
This is with the respect to the New Single Order having more than one
Security. For example, if I want to place a New Order for two future
contracts. Further, out of the two, one will be Buy Order and the other will
be Sell Order. In FIX Protocol 4.2 we have the provision of placing an order
for MultiLegReportingType for a listed spread contract. Here the difference
is, instead of one spread security, there will be two indepedent securities
for whom only a single order is placed. Do we have a facility to do so in
FIX Protocol 4.2? How will the Execution Report of such order types will be
handled?

Thankx in advance...

From,
Parag Trivedi.