[This message was posted by Bivas Mishra of Wipro Technologies <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/cc244230 - PLEASE DO NOT REPLY BY MAIL.]
Hi, In FIX 4.2, a combination of Tag 55 (Symbol), Tag 48 (Security ID) and Tag 167 (SecurityType), Tag 200 (MaturityMonthYear) will identify the derivative instrument. For Options, additionally, Tag 201 (PutOrCall) & Tag 202 (StrikePrice) would be required. Regards, Bivas > How will I differentiate instrument name as FUTSTK, FUTIDX, FUTINT. As > the buy side will request tag# 167 = FUT. > > Thanks. Sachin. > > > I Think the values 'FUT', 'OPT' can be used for Exchange Traded > > Derivatives like Interest Rate Futures/Options. > > > > Regards, Bivas > > > > > In FIX 4.2, which value should be used in tag# 167 for interest rate > > > derivatives w.r.t. Indian Derivatives Market? > > > > > > Thanks in advance. Sachin. [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 -~----------~----~----~----~------~----~------~--~---
