TenorDataType

From FIXwiki

Jump to: navigation, search


FIX Data Type Tenor

Name BaseType First introduced Deprecated
Tenor Pattern FIX.4.4

used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:

Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0


Notes

7/Mar/2011, I was interested to know which tags uses the Tenor dataType. I had to grep it in the repository and found that Tenor is a 'UnionDataType' in tag 63. That is its only reference in the repository.

Please post comments, clarifications, examples here. Click on the edit button on the right and away you go! 
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.