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RE: FpML-FIX Working Group - Revised Example







Note that including tabs or NLs is not a FIX restriction.



 

              "Dean

              Kauffman"

              <Dean.Kauffman                                            To

              @TradeWeb.com>         <fpml-fix@xxxxxxxxxxxxxxxxxxxx>

                                                                        cc

              03/16/2005

              11:40 AM                                             Subject

                                     RE: FpML-FIX Working Group - Revised

                                     Example

              Please respond

                    to

              fpml-fix@fpml.

              team.collab.ne

                    t

 

 

 

 

 





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@                                                          
   americancentu         To:        fpml-fix@xxxxxxxxxxxxxxxxxxxx         
   ry.com                cc:        "Gregory J. Vierheilig"               
                 <gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx>,        
                 "Robert Stowsky (E-mail)" <rstowsky@xxxxxxxxxxxxx>,      
   03/16/2005    "Lisa Taikitsadaporn (E-mail)" <tai@xxxxxxxxxxxxx>,      
   09:36 AM      dean.kauffman@xxxxxxxxxxxx, (bcc: Robert Green/DTCC)     
   Please                Subject:        FpML-FIX Working Group - Revised 
   respond to    Example                                                  
   fpml-fix                                                               
                                                                          










      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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