[This message was posted by Jack Du of <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/2d3d2d44 - PLEASE DO NOT REPLY BY MAIL.]
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. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
