SLEDS, or Single Line Entry Differential Spreads, allow traders to submit an order to simultaneously buy and sell two futures contract months. SLEDS orders include a differential amount that relates the front leg to the back leg.
The extension includes alternate trade prices for clearing on the root as well as the side level of the TradeCaptureReport message.
[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.
[Updated 2011-12-06] Added repository and FIXML Schema.
|SLEDS Submission-FIX Proposal Rev6_ASBUILT.pdf|
|File Size||1.43 MB|
|Create Date||June 19, 2017|