[This message was posted by Hanno Klein of Deutsche Börse Systems <[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/91ba6965 - PLEASE DO NOT REPLY BY MAIL.]
Wouldn't the field 1027 MDEntryForwardPoints cover your requirement, i.e. two entries with this field, one of them with MDEntryType=0=Bid for 1065 BidSwapPoints and the other with MDEntryType=1=Offer for 1066 OfferSwapPoints? You then also have the correct FIX data type for your values (PriceOffset). > 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.
