Imported from previous forum
[ original email was from Andrew A - aarrigo@fmco.com ]
I am fairly new to the FIX world so I apologize if this question is simplistic or if my terminology is not precise.
I am working with the Execution Report message in FIX 4.4 and there is a field that I am unable to find. I am looking for the field that will be used to communicate to the dealer whether a Foreign Exchange was booked. I have found that in FIX, field ‘121 – ForexReq’ is used to communicate value in the New Order message. However it appears that this field is not present in the Execution Report.
Thanks,
Andrew Arrigo
If one asks for a Foreign Exchange "Accomodation" trade (i.e. in conjunction with an equity order), then the result of that can be communicated via SettlCurrAmt (119), SettlCurrency (120), SettlCurrFxRate (155), and SettlCurrFxRateCalc (156) on the Execution Report message.
> I am fairly new to the FIX world so I apologize if this question is simplistic or if my terminology is not precise.
>
> I am working with the Execution Report message in FIX 4.4 and there is a field that I am unable to find. I am looking for the field that will be used to communicate to the dealer whether a Foreign Exchange was booked. I have found that in FIX, field ‘121 – ForexReq’ is used to communicate value in the New Order message. However it appears that this field is not present in the Execution Report.
>
> Thanks,
> Andrew Arrigo
>
>