[This message was posted by Hiroshi Yoneda of JP Morgan Chase <[email protected]> to the "Derivatives" discussion forum at http://fixprotocol.org/discuss/15. You can reply to it on-line at http://fixprotocol.org/discuss/read/a05a15cb - PLEASE DO NOT REPLY BY MAIL.]
Hello, I am looking for best approach for portfolio equity swap on fix messages regardless the versions. background : Broker and Asset Management have portfolio swap contract, and by having individual fix order messages, AM to instruct broker to restructure , such as to add/remove stocks within portfolio at broker end. and this same FIX session is already being used for normal equity tradings, will not setup new line for swap. So broker need flag to specify that order is swap related. For this case, is there any common standard approach with fix protocol, to identify that order is for swap? Or just use custom tag to have broker to identify this is portfolio swap related instructions? Kindly advise if any... thanks [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.
