Cross rate for non USD currencies

nitinseth_x · February 25, 2011, 6:58am

Imported from previous forum

nitinseth_x · February 25, 2011, 6:58am

I need to send the cross rate in the ExecutionReport and TradeCaptureReport for non USD currencies e.g. in case a trade is done in EUR/CHF, I need to send the USD rate so that EUR/USD and USD/CHF can be computed.

Is there a tag which I can use to send the USD rate?

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Cross rate for non USD currencies

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