FIX 5.0 SP1 : LastSwapPoints <1071> field

Type: PriceOffset

Used In

Description

For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Used In

Onix Solutions