BASIS POINT

, ,
1

Imported from previous forum

2

Hi,

i m using FIX.5.0
i need to send the ‘Basis point’ value in the SecurityListUpdateReport [Message type ‘BK’]
Can anyone provide me the FIX field for Basis point?
Thanks,
Christopher

3

Hi,

i m using FIX.5.0
i need to send the ‘Basis point’ value in the SecurityListUpdateReport [Message type ‘BK’]
Can anyone provide me the FIX field for Basis point?
Thanks,
Christopher

It will be useful for you to provide more context on what you are trying to achieve. Normally, basis point is used in the context of market data rather than reference data. On the other hand SecurityListUpdateReport is normally used for reference data.

Having said that, SecurityListUpdateReport [Message type ‘BK’] provides the field Spread [218] which may serve your purpose. This is in the component SpreadOrBenchmarkCurveData and is used for fixed income products.

Also, the tag PriceType [423] = 6 [Spread] may be used with MarketDataSnapshotFullRefresh [type ‘W’] etc.

4

Hi,

i m using FIX.5.0
i need to send the ‘Basis point’ value in the SecurityListUpdateReport [Message type ‘BK’]
Can anyone provide me the FIX field for Basis point?
Thanks,
Christopher

It will be useful for you to provide more context on what you are trying to achieve. Normally, basis point is used in the context of market data rather than reference data. On the other hand SecurityListUpdateReport is normally used for reference data.

Having said that, SecurityListUpdateReport [Message type ‘BK’] provides the field Spread [218] which may serve your purpose. This is in the component SpreadOrBenchmarkCurveData and is used for fixed income products.

Also, the tag PriceType [423] = 6 [Spread] may be used with MarketDataSnapshotFullRefresh [type ‘W’] etc.

Thanks for your help.
My requirement is to send Security List Update Report whenever there is an update [addition, modification or deletion] in basis point.