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1.2 Scope #248

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nkolba opened this issue Sep 25, 2020 · 2 comments
Closed

1.2 Scope #248

nkolba opened this issue Sep 25, 2020 · 2 comments

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@nkolba
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nkolba commented Sep 25, 2020

At the September Standard WG meeting we decided on the following issues (and ownership) for scope. Next steps are to develop these issues into PRs that can then be progressed and decided on for final cut of 1.2.

Issues #243 and #247 are still in need of scoping. Let's progress async on the issues in github.

@rikoe
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rikoe commented Oct 12, 2020

@nkolba For #227 @donbasuno pointed out that according to OpenFIGI, currency pairs have tickers - see https://www.openfigi.com/id/BBG0013HGRV5.

So under this model, a currency pair could be represented as:

{
    "type": "fdc3.instrument",
    "name": "EUR-USD X-RATE",
    "id": {
        "ticker": "EURUSD",
        "FIGI": "BBG0013HGRV5"
    }
}

It would therefore seem we don't need "symbol".

We could potentially consider adding properties like marketSector and securityType to help applications identify instruments, e.g.:

{
    "type": "fdc3.instrument",
    "name": "EUR-USD X-RATE",
    "id": {
        "ticker": "EURUSD",
        "FIGI": "BBG0013HGRV5"
    },
    "securityType": "Curncy",
    "marketSector": "CROSS"
}

This way options could also be represented, e.g. (according to OpenFIGI):

{
    "type": "fdc3.instrument",
    "name": "NSE EURUSD Option Jan19C 1.2",
    "id": {
        "ticker": "ANTF9C 1.195",
        "FIGI": "BBG00MF562H4"
    },
    "securityType": "Currency option.",
    "securityType2": "Option",
    "marketSector": "CROSS"
}

Of course, we could just use the OpenFIGI schema directly in that case! https://www.openfigi.com/api#openapi-schema

@kriswest
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@nkolba re:

#240
Owner @seann-ciq
Notes PR for app metadata as target arg. Other appD / metadata changes require more discussion and thought and should be punted to 1.3

We'll split the issue into two and supply a PR for appMetadata as target. However, I didn't think that a final resolution was made to punt AppMetadata changes to 1.3 - there is a fairly clear mismatch between the AppD and desktop agent and we believe that AppMetadata should be extended with the appID and version fields to bring them into alignment. We intend to submit this as a separate issue for consideration in 1.2.

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