Imported from previous forum
Can anyone explain how the Execution Report will represent a ‘mismatched fx swap’ - ie where one leg is a differing quantity to the other ? Although there is a OrderQty2 field, this is not sufficient to calculate a price where the sell side and buy side of the swap are not equal. You need either the second side’s Price and Buy side qty, or the second side’s buy qty and sell qty. The fields don’t seem to exist.
Thanks, Tony Niemira.