Imported from previous forum
Good morning, is there a known way to deal with big vs little currency discrepancies on an order chain? We’d like to systematically DK a report that’s sent to us with the right currency in tag 15 but the wrong size (e.g. pounds vs pence or rands vs pennies), but I’m not finding an explicit way to do it in the known FIX tags.
Thank you,
Kelly Calnan, FMRCo
Good morning, is there a known way to deal with big vs little currency
discrepancies on an order chain? We’d like to systematically DK a
report that’s sent to us with the right currency in tag 15 but the
wrong size (e.g. pounds vs pence or rands vs pennies), but I’m not
finding an explicit way to do it in the known FIX tags. Thank you,
Kelly Calnan, FMRCo
Tag 15 - for ex GBP & GBp is what we use for major & minor currency