Imported from previous forum
[ 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.
Not sure what the official answer is but I use MatDate e.g.
<MatDt FIXTag="541" DataType="LocalMktDate" FullName="MaturityDate" ComponentType="Field">2004/07/23</MatDt>
> 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.
>