Specifying value date in instrument block for FX order

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1

Imported from previous forum

2

[ original email was from John Prewett - jprewett@lavatrading.com ]
What would be the "official" FIX standard way of specifying the value date and or spot date with respect to an FX order?

I can find no suitable field within the Instrument component block.

I was wondering about MaturityDate?

What I really am looking for is to be able to specify the value date in normal FX terms such as the tenor or an absolute date:

1 1 month.
2 Spot.
3 July 23rd 2004

Thanks in advance for your help.

3

Use tag 64 SettlDate (prior to FIX 4.4 this was named "FutSettDate"). Note that expressing FX tenors are not yet fully supported.

> What would be the "official" FIX standard way of specifying the value date and or spot date with respect to an FX order?
>
> I can find no suitable field within the Instrument component block.
>
> I was wondering about MaturityDate?
>
> What I really am looking for is to be able to specify the value date in normal FX terms such as the tenor or an absolute date:
>
> 1 1 month.
> 2 Spot.
> 3 July 23rd 2004
>
> Thanks in advance for your help.
>

4

[ original email was from John Prewett - jprewett@lavatrading.com ]
Thanks for your always valued assistance, Scott.

I notice that SettlDate doesn’t appear as a field within the component block <Instrument>, although that’s not a problem where it appears as a separate field within the specific message.

The problem is that SettlDate doesn’t appear as a field in the MarketData messages.

Any answer to this?

> Use tag 64 SettlDate (prior to FIX 4.4 this was named "FutSettDate"). Note that expressing FX tenors are not yet fully supported.
>
> > What would be the "official" FIX standard way of specifying the value date and or spot date with respect to an FX order?
> >
> > I can find no suitable field within the Instrument component block.
> >
> > I was wondering about MaturityDate?
> >
> > What I really am looking for is to be able to specify the value date in normal FX terms such as the tenor or an absolute date:
> >
> > 1 1 month.
> > 2 Spot.
> > 3 July 23rd 2004
> >
> > Thanks in advance for your help.
> >
>