[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/a9bf18d4 - PLEASE DO NOT REPLY BY MAIL.]
For an outright there is only a single value date as specified by SettlDate (64=). If you are looking for a swap then you need a near and a far date so you would use multi-leg execution report (near and far leg) for FIX5.0. For older FIX versions, there is the now deprecated SettlDate2 field. > hi, > > I am using execution report to match FX optional forward deal. > > the value date for FX optional forward deal is the period rather than a > single day. > > eg. deal for aud/usd, 1m. > > value data start: Mar 01, 2011 > value data end: Mar 31, 2011 > > any business date between start and end could be the value date. > > No lucky to find fix tag for value data start and value data end in execution > report. > > Anyone can throw some light? > > Many thanks. > > Cheers, > > Glen [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.
