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Foreign Exchange
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Re: Previously Quoted Order Types
Jay Hurley / Morgan Stanley <>
4 Jun 2008 3:40AM ET>
> I have a similar need for previously quoted trades. I am looking for the
> proper fields to use to specify the spot and forward points for new
> order singles and new order singles for swaps. Using tag 44 only gives
> the all in rate for the spot trade or the near leg. I can not find an
> appropriate set of tags this data in the 4.4 spec.
>
> The tags I am lookin for in new order single are spot rate fwd pts far
> spot rate Far fwd pts
>
> Thanks
>
> John
The "number 2" tags which enabled basic swaps using the new order single message have been deprecated. New order mutli-leg is the recomended way to do swaps. FIX5.0 has all the tags that you need, for example, 1067 LegBidForwardPoints and 1068 LegOfferForwardPoints.
There are some examples in the Gap Analysis document which will hopefully help.
Regards,
Jay
Re: Previously Quoted Order Types
Jay Hurley / Morgan Stanley 4 Jun 2008 3:40AM ET
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