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Foreign Exchange
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MarketDateRequest (35=V) for forward tenor
gary gary / gary
28 Jun 2010 7:04AM ET 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.
MarketDateRequest (35=V) for forward tenor
gary gary / gary 28 Jun 2010 7:04AM ET
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