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FIX 5.0 SP2
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FIX 5.0 SP2 : SwapPoints <1069> field
Type:
PriceOffset
Used In
Description
For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
Used In
MultilegOrderCancelReplace <AC>
NewOrderMultileg <AB>
Onix Solutions