[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/772c046b - PLEASE DO NOT REPLY BY MAIL.]
460 represents what futures you are trading - are you trading an futures of an equity or a commodity or currency etc. Also look thru CFICode (461) - Classification of Financial Instruments. FIXProtocol recommendeds that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. > This is true, however again the field 460 does not list an enum for > derivatives similar to 460 = 1, which means Product = AGENCY. > > > 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 -~----------~----~----~----~------~----~------~--~---
