New Complex Instrument Message Fields

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 Complex Instrument Accepted message; a Complex Instrument Rejected message will be sent if it is not accepted. Complex Orders are restricted to a minimum of 2 legs and a maximum of 16 legs. All legs must have the same underlying product which can be different OSI Roots (i.e., XYZ and XYZ1).

A ClearingFirm must be sent on each New Complex Instrument message unless a Default Executing Firm ID is set at the port-level.