After successfully defining the Recursive Covered UDS, orders can be placed using the following methods:
1. New Order Single (D) - The symbol of the top-level strategy is used in the order.
2. New Order Multileg (AB)
Two approaches can be used:
o Optionally specify the top-level strategy symbol in the Symbol (55) field.
o Define the structure of the strategy legs within the NoLegs(50555) group.
The legs can be specified in one of two ways:
§ Only the first-level legs.
§ The full hierarchy, including all nested legs at all levels.
The legs in the request must be correctly ordered within the group. The default format follows this sequence: /1 /1/1 /1/2 /2 /2/1 /2/1/1 /2/1/2 /2/2.
§ The LegRefID(50654) field contains the identifier of each leg.
§ The LegStrategyRefID(20633) field provides a reference to the parent leg at the highest level.
This structured approach ensures correct identification and execution of Recursive Covered User Defined Strategies within the CQG Gateway.