FpML to FIXML

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Imported from previous forum

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[ original email was from Theresa Balagtas-Simon - theresa.balagtas-simon@fimat.com ]
Does anyone know of tools that convert an FpML message to FIXML? I am looking specifically to create a well formed FIXML Trade Capture Report for an FX Swap trade.
I would also appreciate any FIXML Trade Capture sample messages for multi-legged FX swap trade.

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[ original email was from Robert Stowsky - rstowsky@brookpath.com ]
Hi Theresa,

I don’t know of any tools specifically for automating this task. The FIX-FpML Collaboration WG is looking to start work in this area shortly. There are two approaches we are looking at. 1) Mapping the FpML to the FIXML or 2) Inserting the FpML directly into the FIXML. The WG will be sending out a call for participation this month.

Regards,

Robert
Co-chair Global Derivatives Technical Subcommittee
Co-chair FIX-FpML Collaboration Working Group

Does anyone know of tools that convert an FpML message to FIXML? I am
looking specifically to create a well formed FIXML Trade Capture Report
for an FX Swap trade. I would also appreciate any FIXML Trade Capture
sample messages for multi-legged FX swap trade.

4

Theresa,

The CME’s website for their recently announced FXMarketSpace contains a proposed sample message for an FX Swap.

http://www.cme-ch.com/fxm/

Regards,
Paul

Hi Theresa,

I don’t know of any tools specifically for automating this task. The FIX-
FpML Collaboration WG is looking to start work in this area shortly.
There are two approaches we are looking at. 1) Mapping the FpML to the
FIXML or 2) Inserting the FpML directly into the FIXML. The WG will be
sending out a call for participation this month.

Regards,

Robert Co-chair Global Derivatives Technical Subcommittee Co-chair FIX-
FpML Collaboration Working Group

Does anyone know of tools that convert an FpML message to FIXML? I am
looking specifically to create a well formed FIXML Trade Capture
Report for an FX Swap trade. I would also appreciate any FIXML Trade
Capture sample messages for multi-legged FX swap trade.

5

[ original email was from Sreedhar Tulluri - sreedhar_tulluri@ml.com ]
Hi,
Here is a sample FIXML trade capture message for a natural gas product trade:

  • Sreedhar

Hi Theresa,

I don’t know of any tools specifically for automating this task. The FIX-
FpML Collaboration WG is looking to start work in this area shortly.
There are two approaches we are looking at. 1) Mapping the FpML to the
FIXML or 2) Inserting the FpML directly into the FIXML. The WG will be
sending out a call for participation this month.

Regards,

Robert Co-chair Global Derivatives Technical Subcommittee Co-chair FIX-
FpML Collaboration Working Group

Does anyone know of tools that convert an FpML message to FIXML? I am
looking specifically to create a well formed FIXML Trade Capture
Report for an FX Swap trade. I would also appreciate any FIXML Trade
Capture sample messages for multi-legged FX swap trade.