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Foreign Exchange
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Re: Forex: Value in currency (tag15)
Jay Hurley / Morgan Stanley
23 Aug 2007 9:33PM ET > > What would be the value in tag 15 for EUR/USD? Would it be primary
> > currency (EUR) or secondary (USD)? Perhaps there is a better way / tag
> > that is applicable?
> e.g.Order (A) Buy 2M EUR/USD @ 1.37, what is the value in Tag 15? Prder
> (B) Sell 3M EUR/USD @ 1.37, what is the value in Tag 15?
15= is the dealt currency i.e. for 55=EUR/USD, 15=EUR then 54=1 means buying EUR (selling USD) and if 15=USD it means buying USD (selling EUR). For further information, please see the Foreign Exchange Ehancements section of the FIX5.0 spec.
Re: Forex: Value in currency (tag15)
Jay Hurley / Morgan Stanley 23 Aug 2007 9:33PM ET
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