Imported from previous forum
[ original email was from Juergen Schwibs - Juergen.Schwibs@seb.se ]
Is a FIX spec for sending out prices and orders (and receiving tardes) for the FX instrument types Spot/Forwards/Swaps available or in preparation ?
The current FIX Protocol specification supports Foreign Exchange Spot, Forwards, and Swaps using the same Quote and Order messages as other products supported by FIX. Refer to FIX 4.3’s Volume 7 “PRODUCT: FOREIGN EXCHANGE” (in FIX 4.2 this was Appendix O).
Our firm has used FIX for FX order flow since Jan 2000 and we currently use FIX with all of our FX dealers. I would be happy to provide you with more details offline if you would like to contact me directly.
> Is a FIX spec for sending out prices and orders (and receiving tardes) for the FX instrument types Spot/Forwards/Swaps available or in preparation ?
>