[Quickfix-developers] PositionReport bundles ?
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From: Gert V. T. <gv...@go...> - 2010-01-28 03:22:49
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In ASIC's FIX rules of engagement on short selling reporting ( http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdf), the following is stated: "PositionReport messages will be sent in bundles of PositionReports, with the TotalNumPosReport elements indicating the number of PositionReports sent. All PositionReports in a bundle are required to be for the same Short Seller and Submitting Entity parties." I have managed to create and send one PositionReport message to an acceptor, but what is meant with 'bundles' in the above context ? is there a way to add multiple PositionReports to some object which is sent as one message ? I've searched extensively for 'bundles' in the FIX documentation but without much luck so far Is there a generic way to send bundles of any message type? any help much appreciated, Gert SIG |