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Re: Previously Quoted Order Types
John Falvey / Global Link
4 Jun 2008 4:37PM 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
There are two problems with new order multileg I see. Firstly the parties I deal with are FIX 4.2 and 4.4 based and do not support FIX 5.0 and will not for sometime. Secondly, and more importantly I am using new order lists. The new order multileg tags are not available in the list object. (See my post about why I am using the new order list http://fixprotocol.org/discuss/read/11d99175)
Is there an appropriate set of tags or am I destined to use custom tags?
John
John
Re: Previously Quoted Order Types
John Falvey / Global Link 4 Jun 2008 4:37PM ET
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