New Complex Instrument (Options Only)

A New Complex Instrument message is used to request that the system create a complex strategy. The resulting symbol (if accepted by the system) will be returned in a New Complex Instrument Accepted message. A New Complex Instrument Rejected message will be sent if it is not accepted. Complex instruments must contain a minimum of 2 and a maximum of 16 legs. Creating new complex strategies is allowed for Options on Futures only.