[This message was posted by David Gibbs of <[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/e3814394 - PLEASE DO NOT REPLY BY MAIL.]
I neeed to provide the Swap Rates (or Rollover rates) that are applicable on open FX positions. This is equivalent to tags 1065, 1066 on the quote message. I'm using FIX 5.0 SP2 and I see MD Entry Types R = Daily value adjustment for long positions U = Daily Value Adjustment for Short Positions This may be the purpose for which these types are intended. > MDEntryType does not support user-defined (custom) values. What is > your requirement? It could very well be that it is covered by the > current spec. > > The normal process is to join a working group, e.g. MDOWG, prepare a > formal gap analysis (pre-defined template) and have the working group > submit the proposal to the FIX Global Technical Committee for discussion > and approval. You can approach the chair(s) of the working group as > published on the FPL website directly to find out about meeting > schedules. > > > I have a question about custom values for MD Entry Type. I would like > > to stream changes to Swap Rates, the rates different for Bid and > > Offer. The current recommendation is to not use Quote messages for > > streaming but to use Market Data messages. Probably I should address > > this question to the Market Data Optimisation group, what is the > > protocol for doing so ? Sending an email to all the members seems > > excessive. thanks and regards Dave [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.
