|
Foreign Exchange
< Previous Next >
Re: MarketDateRequest (35=V) for forward tenor
Jack Du
5 Jul 2010 1:58AM ET I doubt if there is a need to specify tenor information (eg. tenor code or value date, etc) in 35=V under FIX 4.4. In fact, if client subscribes a currency pair like USDJPY, liquidity provider should return USDJPY prices with all pre-agreed tenor(s) to that client. Would all pls correct me if otherwise. Thanks in advance.
=====================
> Hi all, I would wonder how should specify the tenor in the FIX4.4 MarketDataRequest (35=V)? E.g. for subscribe the Forward tenor (e.g. 2M) or odd-date (e.g. 3 May 2010).
>
> In QuoteRequest (35=R), there is tag 64 for us to indicate the tenor value date. But seems for MarketDataRequest(35=V) it is assumed to be spot by default.
>
> Thanks for the help.
Re: MarketDateRequest (35=V) for forward tenor
Jack Du 5 Jul 2010 1:58AM ET
|
