[This message was posted by Jay Hurley of Morgan Stanley <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/9146525b - PLEASE DO NOT REPLY BY MAIL.]
This works for specific markets but not in general for example, New Zealand spans two dates by GMT as do all FX markets and several futures markets e.g. the CME where the date part of 60= does not equate to the trade date. Regards, Jay > Do we have a tag to indicate the Trade Date of the New Order-Single? > > In msgType 35=D, there's a tag 60, which is the "Transaction Time", and its > description is 'Time of execution/order creation (expressed in UTC (Universal > Time Coordinated, also known as "GMT")' > > I am wondering if the client system send in the same deal order (e.g. resend > the deal order if the previous one not received), should the value of this > tag 60 has the same value? > > If yes, it could serve as the functional trade date (i.e. no matter how many > times this deal order is resent, it has the identical date value). > > Thanks for any comments. [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.
