Fix Protocol: How to handle 3-way OCO orders -

i have situation 4 orders customer (see below). 1 order oto (order triggers order) , trigger other 3 orders if gets filled. 3 orders oco (order cancels order) each other. so, if 1 gets filled, other 2 cancelled.

cme-es.enter ~ b 2 @esm15 @ 2048.25 limit day [oto cme-es.exitl, cme-es.exits, cme-es.exitt] cme-es.exitl ~ s 2 @esm15 @ 2040.25 limit day [oco cme-es.exits, cme-es.exitt] cme-es.exits ~ s 2 @esm15 @ 2058.25 stop day [oco cme-es.exitl, cme-es.exitt] cme-es.exitt ~ s 2 @esm15 @ 1/24/2015 3:50pm time day [oco cme-es.exitl, cme-es.exits]  note: "cme-es.enter" clordid 

this system has normal stop , limit orders exit, has third order exit @ specific time.

this type of 3 way oto/oco not exist (i think) within fix specifications. unless there tag of these orders cancel (or go market) @ time.

if there no normal way of doing this... few options seem custom way of handling this. send orders in list , provide oto/oco instructions in text(58) field of each order... or perhaps in listexecinst(69)... , put text between brackets in customer orders.

1) there official way handle this?

2) there other non-official, common use way of doing this?

3) if not 1 or 2, way seem approach.

4) suggestion above reasonable... or horrible twisted way of using fix?

thanks! - brian

note: programming acceptor , receive these messages... define sent.

i don't know, suspect there's nothing defined in data dictionary operation. think you're talking user defined instrument. have not made user defined instrument before, here