I’ve seen some discussion topics over the years about capturing Fixing Date and Fixing Time. Is there any agreed upon way to represent this data?
A quick google search shows several custom representations that different entities have put out. Generally these include FixingDate (LocalMktDate), FixingTime (TZTimeOnly), LegFixingDate, LegFixingTime.
I see in one place a recommendation to use MaturityDate + MaturityTime.
Let me know any thoughts.