Put oven racks in upper and lower thirds of oven and preheat to 500 degrees.
Toss okra and tomatoes with oil, salt, and peper. Spread in shallow baking pan and roast in lower thrid of oven until tomato skins begin to burst, about 10 minutes.
Pat fillets dry and arrange in another large shallow baking pan. Sprinkle both sided with 1 1/2 tsp old bay.
When tom skins begin to burst add corn to vegetables in lower third of oven and put fish in upper third. Roast fish and vegs until fish is cooked through, about 10 min.
While fish roasts, melt butter in a 10 inch heavy skillet over mod heat, then add pecans and remaining 1/2 tsp of old bay. Cook stirring occasionally until nuts are golden and butter is deep golden. Remove from heat and stir in lemon juice. Serve fish over vegs and top with sauce.
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