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A TL spread expires at the close on day of creation in the same manner as a Covered. Good till Cancel (GTC) and Good till Date (GTD) orders will be rejected.
Spread construct: Buy 1 ZFZ5-ZFH6, Buy 0.2 ZFZ5 at price 118.078125
Security Definition Request and Security Definition messages
762=COMBO
Leg 1
620=ZFZ5-ZFH6
Leg 2
620=ZFZ5
566=118.078125
1017=0.2
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Only TL spreads will be allowed in these products. Any Security Definition Requests with legs that do not meet the Tail Spreads definition will be rejected. Eligible products include instruments in the following tag 6937-Asset:
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