Complex Quote Execution Message Fields (C1 Only)

A Complex Quote Execution message is used to indicate an execution has occurred on a resting complex quote (i.e., quote introduced to the exchange using the Complex Quote Update message).

The execution of a complex quote will produce multiple Complex Quote Execution messages. The first will be the package-level fill having MultilegReportingType = 3 (entire multi-leg instrument package) and the complex symbol in the Symbol field. This will be followed by the leg execution messages having the leg symbol in the Symbol field and MultiLegReportingType = 2 (individual leg of mutil-leg instrument) or (for the last fill of the execution) MultiLegReportingType = 4 (last individual leg of a multi-leg instrument).