[This message was posted by Mahesh Kumaraguru of <[email protected]> to the "Derivatives" discussion forum at http://fixprotocol.org/discuss/15. You can reply to it on-line at http://fixprotocol.org/discuss/read/47c2fb92 - PLEASE DO NOT REPLY BY MAIL.]
Tag 167 SecurityType has values — Derivatives — CDS = Credit Default Swap FUT = Future OPT = Option OOF = Options on Futures OOP = Options on Physical - use not recommended IRS = Interest Rate Swap OOC = Options on Combo > Thanks Mahesh - However the problem I have is the Product (460) field > not having an enumeration defined for "Derivatives". For example it has > enumerations defined for "AGENCY" as "1". > > Cheers Hiran > > > > Look at Page 30 of 167 in document > > > > FIX-5.0_VOL-7.pdf > > > > PRODUCT: DERIVATIVES (FUTURES & OPTIONS) > > > > You can download the spec from > > > > http://fixprotocol.org/specifications/ > > > > > Hi, > > > > > > From my understanding the field ProductType (460) and SecurityType > > > (167) go hand in hand. For Example 460 = 6 and 167 = TBILL. > > > > > > However there is no enumeration for Derivatives under ProductType > > > although the SecurityType field gives a list of derivatives. > > > > > > Can someone please clarify this? > > > > > > Thanks Hiran [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 -~----------~----~----~----~------~----~------~--~---
