[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/0b390dd1 - PLEASE DO NOT REPLY BY MAIL.]
Hi, thanks for response. FX optional forward deal is outright deal with single leg but SettlDate is not setting to any explicit date when deal made. Price taker and maker agree with the period and will pick up one suitable date from this period for settlement. cheers, Glen > 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.
