[This message was posted by glen guo of <[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/4d81fab0 - PLEASE DO NOT REPLY BY MAIL.]
> > > in FIX 5.0 sp2, I intend to use 119 SettlCurrAmt for against qty. > > > > > > not sure it is right one or not. > > > > sounds 1074 is better > > Hi Glen, > > In FIX 5.0 you have the ability to use tag 1056 (CalculatedCcyLastQty) for > the contra amount of an FX trade, as per page 175 of the FIX 5.0 SP2 Volume 7 > FIX Usage Notes - > > "CalculatedCcyLastQty (1056) is used to express the contra amount or "contra > order quantity" that was executed. This is the quantity of the other side of > the currency pair (from the dealt currency as expressed in Currency *15)) and > can be derived from LastQty (32) and LastPrice (31)." > > Tag 1074 (LegCalculatedCcyLastQty) would be used for a multileg execution > report, for example on a swap where you specify both spot and outright trades > on the report. Tag 1074 would occur in each instance of the "leg" repeating > group. > > Prior to FIX 5.0, the only way that we had to show the contra amount of an FX > deal was to use tag 119 (SettlCurrAmount). In 5.0 this is superceded by > 1056/1074, and tag 119 is used to denote settlement in a different currency > (e.g. a non-deliverable forward). > > Hope this helps, > > - Greg thanks so much. it does help [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.
