Discussion Forums

Foreign Exchange   < Previous   Next >

Re: Previously Quoted Order Types
John Falvey / Global Link
3 Jun 2008 4:06PM 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

Previously Quoted Order Types
Natan Kugel / eSpeed   20 Sep 2007 5:47PM ET

Re: Previously Quoted Order Types
Natan Kugel / eSpeed   21 Sep 2007 12:20PM ET

Re: Previously Quoted Order Types
Natan Kugel / eSpeed   21 Sep 2007 5:01PM ET

Re: Previously Quoted Order Types
Jay Hurley / Morgan Stanley   23 Sep 2007 8:25PM ET

Re: Previously Quoted Order Types
John Falvey / Global Link   3 Jun 2008 4:06PM ET

Re: Previously Quoted Order Types
Jay Hurley / Morgan Stanley   4 Jun 2008 3:40AM ET

Re: Previously Quoted Order Types
John Falvey / Global Link   4 Jun 2008 4:37PM ET

Re: Previously Quoted Order Types
Onakr Parulekar / ADSS   15 Dec 2011 8:37AM ET