Imported from previous forum
Hello
I wanted to know if anyone has any experience distributing calendar holidays via FIX. I am building a custom message but before I finalise the spec I thought I’d see if there were any methods already used.
Currently I’m looking at providing information on a currency pair basis of all known holidays for that currency pair going out to one year. This will be a subscription service which will allow for updates to happen (which are infrequent but possible - especially with NDFs etc).
Cheers for any input.
Prit
Prit- FPL has been participating in defining business calendaring messages within the ISO 20022 standard as part of the European Target2Securities initiative. We have also been fortunate to have participation from Copp Clark - a leading supplier of business calendaring data.
Our plan was to include these messages once the international standards work was completed.
Perhaps it would be good for you to participate in this initiative.
This is something clearly on our horizon.
Hello
I wanted to know if anyone has any experience distributing calendar
holidays via FIX. I am building a custom message but before I finalise
the spec I thought I’d see if there were any methods already used.
Currently I’m looking at providing information on a currency pair basis
of all known holidays for that currency pair going out to one year. This
will be a subscription service which will allow for updates to happen
(which are infrequent but possible - especially with NDFs etc).Cheers for any input.
Prit
Hi Jim
Thanks for the rapid response. After some consideration I decided that pushing calendering messages would not be useful for what I’m trying to achieve - or rather I found a simpler way of addressing the requirement.
With that in mind I don’t think there will be a benefit for me participating in this initiative - but thanks for the suggestion.
Regards
Pritam
Prit- FPL has been participating in defining business calendaring
messages within the ISO 20022 standard as part of the European
Target2Securities initiative. We have also been fortunate to have
participation from Copp Clark - a leading supplier of business
calendaring data.Our plan was to include these messages once the international standards
work was completed.Perhaps it would be good for you to participate in this initiative.
This is something clearly on our horizon.
Hello
I wanted to know if anyone has any experience distributing calendar
holidays via FIX. I am building a custom message but before I
finalise the spec I thought I’d see if there were any methods already
used. Currently I’m looking at providing information on a currency
pair basis of all known holidays for that currency pair going out to
one year. This will be a subscription service which will allow for
updates to happen (which are infrequent but possible - especially
with NDFs etc).Cheers for any input.
Prit