Take the 2-minute tour ×  I'm trying to gather an information
about FIX protocol for FX (Foreign Exchange) trades. Some old
sources mention that FIX protocol got extended with FX related
message support:
http://www.fixprotocol.org/discuss/read/1a070ffc  But I can't
quite find details online.  Basically, I need to understand:
• What message types are to be used. Can I use AI (Allocation
Extraction) or should it be FX specific message type?   •
Currency/Counter Currency pairs are properly coded.   • Which
fields are to be used for quantities and/or for exchange rate.
• What CFI Codes or Security Types should be used.   • What
value for Security Exchange (if any) needs to be provided.  Link
to a documentation would be sufficient and any comments would be
greatly appreciated!  share|improve this question These will be
customised in most places, which should be present in the user
level agreement with the counterparty. Not everybody requires
the whole gamut of FIX fields in a aFIX message –  DumbCoder Feb
13