RE: FpML-FIX Working Group - Revised Example

["Andrew Jacobs" <andrew_jacobs@xxxxxxxxxx>]

Many of FpML documents in circulation
are formatted to be easily human readable but for pure system to system
transfer the whitespace associated with indentation should be removed.
In my own code I tend to use formatted XML when writing to files or databases
for long term storage and compact form when transmitting between machines.

Andrew Jacobs, Senior Consultant, Financial Markets
IBM UK Ltd., 76 Upper Ground, London, SE1 9PZ, UK
e-mail: andrew_jacobs@xxxxxxxxxx 
Tel: +44(0)20 7202 3861 -- Fax: +44(0)20 7202 5774 -- Mobile: +44(0)7710
304239

"Dean Kauffman" <Dean.Kauffman@xxxxxxxxxxxx>

16/03/2005 17:40

Please respond to
fpml-fix

To	<fpml-fix@xxxxxxxxxxxxxxxxxxxx>
cc
Subject	RE: FpML-FIX Working Group - Revised Example

Robert et al,
We've been working with XML content
for some time and the generally accepted style is to omit formatting on
transmission - some file-systems are confounded by NLs embedded in variable
length records. The readily-available tools for displaying XML, e.g. MS
Internet Explorer, XERCES tools, will add back in the structural formatting.
Dean
-----Original Message-----
From: Robert Green [mailto:rgreen@xxxxxxxx]
Sent: Wednesday, March 16, 2005 10:44 AM
To: fpml-fix@xxxxxxxxxxxxxxxxxxxx
Subject: Re: FpML-FIX Working Group - Revised Example


I think this accurately reflects the working group's conversation, Scott.

I had a question about one of the marginal notes: 

FpML content will not contain TABs or NLs 

I am interested in why this restriction would exist.  It seems likely
that systems that create FpML might normally put in tabs and/or NL's (as
was included in the example you provided.)  Is this a FIX restriction?

Best regards, 

Bob

______________________________________
Bob Green
Vice President - Systems
Phone:  813 470-2800     FAX: 212 908-2255
E-mail:   rgreen@xxxxxxxx
Depository Trust & Clearing Corporation
18301 Bermuda Green Dr, Tampa FL 33647

scott_atwell@xxxxxxxxxxxxxxxxxxx 03/16/2005 09:36 AM Please respond to fpml-fix

To:        fpml-fix@xxxxxxxxxxxxxxxxxxxx        cc:        "Gregory J. Vierheilig" <gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx>, "Robert Stowsky (E-mail)" <rstowsky@xxxxxxxxxxxxx>, "Lisa Taikitsadaporn (E-mail)" <tai@xxxxxxxxxxxxx>, dean.kauffman@xxxxxxxxxxxx, (bcc: Robert Green/DTCC)        Subject:        FpML-FIX Working Group - Revised Example

The example Dean Kauffman from TradeWeb presented at yesterday's meeting
has been revised and a Word version posted on the FPL-FpML Collaboration
Working Group page.  You can access it via:
http://www.fixprotocol.org/documents/1349/FIXFpML%20Proposal.doc
-----
TradeWeb Proposal to include FpML within FIX mesages for Interest Rate
Swaps

Proposal to include FpML (XML document) within FIX messages (via
EncodedSecurityDesc(351) in the FIX <Instrument> block). Attributes
that do
not have FIX equivalents appear only in the FpML Content - calendars, day
conventions, payment & calculation adjustments, termination provisions
(not
shown), etc. The example provided by Thomson-TradeWeb is a sample FIX
Execution Report for Interest Rate Swaps.




                    
                     
                     
         
             "Dean      
                     
                     
     
             Kauffman"    
                     
                     
   
             <Dean.Kauffman    
                     
                 To 
             @TradeWeb.com>    
    "Gregory J. Vierheilig"        
      
                    
               <gregory.vierheilig@implementationsol
             03/14/2005      
      utions.com>,          
               
             04:03 PM      
        <FpML-FIX@xxxxxxxxxxxxxxxxxxxx>  
    
                    
                     
                     
      cc 
                    
               "Lisa Taikitsadaporn
(E-mail)"        
             Please respond    
    <tai@xxxxxxxxxxxxx>, "Robert Stowsky  
                   to  
            (E-mail)" <rstowsky@xxxxxxxxxxxxx>
   
             fpml-fix@fpml.    
                     
            Subject 
             team.collab.ne    
    FpML-FIX RE: REMINDER: FpML-FIX       
                   t  
             Working Group Meeting -
March 15,     
                    
               2005 @ 9AM  
                     
   
                    
                     
                     
         
                    
                     
                     
         
                    
                     
                     
         
                    
                     
                     
         
                    
                     
                     
         
                    
                     
                     
         




Attached is a sample FIX ExecutionReport for an Interest Rate Swap for
discussion.  The actual FIX tags would be numeric only - expansion
is
included here for help reading the content.  The FpML document describing
the trade is embedded in the XMLData group in the header, the
SecurityIDSource(22) is "I" ISDA and the SecurityID(48) gives
the ISDA name
of the floating rate index "EUR-EURIBOR-Telerate".  Attributes
that do not
have FIX equivalents appear only in the FpML Content - calendars, day
conventions, payment & calculation adjustments, termination provisions
(which I don't show here), etc.

Look forward to your feedback.

-----Original Message-----
From: Gregory J. Vierheilig
[mailto:gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx]
Sent: Monday, March 14, 2005 2:46 PM
To: FpML-FIX@xxxxxxxxxxxxxxxxxxxx
Cc: Dean Kauffman
Subject: REMINDER: FpML-FIX Working Group Meeting - March 15, 2005 @ 9AM


Hello,

This email is to remind you that an FpML-FIX Working Group meeting with
a
presentation by Dean Kauffmann of Trade Web.
The meeting is scheduled to be held on Tuesday, March 14, 2005 at 9AM.
The
call-in number and agenda are as follows.


Dial-in information:

Direct Dial-in: 201-210-3434
Participant code: 825508

Reference code (for problems): 272509

Best Regards,

Greg

Gregory Vierheilig
Implementation Solutions, LLC
331 West 57 Street, #364
New York, New York 10019
866-941-8650 Voice
866-941-5955 Fax
973-930-0866 Mobile
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