New Complex Order Message Fields

A New Complex Order message contains the details required to enter an order on a complex instrument created with previously entered New Complex Instrument message request. The message is similar to a New Order message with an additional repeating group of the positions for each leg. The positions must be in the order returned by the system in the Complex Instrument Accepted message response, not the order supplied in the New Complex Instrument message request. Complex orders in cross product spreads (i.e., SPX/SPXW, IWM/RUT, DIA/DJX, VIX/VXX, and MNX/NDX) where the products do not operate on the same matching unit cannot leg into the simple book.